+41.2%
USB vs AON
+15.3%
+25.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.4% | -9.1% | +10.5% | +4.3% |
| 30D | -1.3% | -10.2% | +8.9% | +1.8% |
| 3M | +15.2% | +0.5% | +14.7% | +14.3% |
| 6M | +18.8% | -4.8% | +23.7% | +19.7% |
| YTD | +21.0% | -8.0% | +29.0% | +23.0% |
| 1Y | +34.0% | -13.1% | +47.1% | +38.9% |
| 3Y | +95.3% | -1.3% | +96.6% | +91.6% |
| All | +41.2% | +15.3% | +25.8% | +23.9% |
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