+36.4%
UPS vs AON
+204.8%
-168.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -2.0% | -6.3% | +4.3% | +0.2% |
| 30D | -2.0% | -14.1% | +12.1% | +3.0% |
| 3M | -6.2% | -9.5% | +3.3% | -3.7% |
| 6M | +2.8% | -4.0% | +6.8% | +2.8% |
| YTD | +5.9% | -13.8% | +19.7% | +9.8% |
| 1Y | +26.2% | -18.3% | +44.5% | +33.4% |
| 3Y | -26.0% | -7.2% | -18.8% | -26.9% |
| 5Y | -34.3% | +7.3% | -41.6% | -39.8% |
| All | +36.4% | +204.8% | -168.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling