+217.2%
UPS vs AON
+1,087.0%
-869.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.4% |
| 7D | -3.7% | -7.9% | +4.2% | -1.7% |
| 30D | -3.7% | -14.6% | +10.9% | 0.0% |
| 3M | -6.6% | -7.9% | +1.4% | -5.1% |
| 6M | +2.6% | -8.0% | +10.6% | +3.9% |
| YTD | +4.8% | -13.2% | +18.0% | +7.4% |
| 1Y | +25.3% | -16.4% | +41.7% | +29.5% |
| 3Y | -26.9% | -6.7% | -20.2% | -27.2% |
| 5Y | -33.5% | +8.0% | -41.5% | -36.5% |
| 10Y | +36.1% | +205.6% | -169.5% | +0.5% |
| All | +217.2% | +1,087.0% | -869.8% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling