+81.3%
USB vs AON
+233.0%
-151.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +2.6% | +1.0% | +1.5% | +2.1% |
| 30D | +8.4% | +23.2% | -14.8% | -1.8% |
| 3M | -5.5% | -5.0% | -0.5% | -3.8% |
| 6M | +17.7% | +9.3% | +8.4% | +11.3% |
| YTD | +17.6% | -3.4% | +21.0% | +17.1% |
| 1Y | +33.9% | -2.9% | +36.8% | +32.8% |
| 3Y | +103.8% | +3.6% | +100.2% | +90.9% |
| 5Y | +25.6% | +16.9% | +8.7% | +7.3% |
| All | +81.3% | +233.0% | -151.6% | -12.1% |
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