-34.5%
UPS vs AON
+9.0%
-43.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -3.4% | -5.9% | +2.5% | -1.8% |
| 30D | -2.7% | -13.7% | +10.9% | +1.0% |
| 3M | -1.6% | -8.3% | +6.6% | +0.1% |
| 6M | +2.3% | -3.6% | +6.0% | +2.2% |
| YTD | +5.6% | -12.4% | +17.9% | +8.4% |
| 1Y | +27.1% | -14.6% | +41.7% | +31.5% |
| 3Y | -26.3% | -5.7% | -20.6% | -27.5% |
| 5Y | -34.5% | +9.1% | -43.6% | -41.0% |
| All | -34.5% | +9.0% | -43.5% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling