+26.4%
USB vs AON
+17.9%
+8.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.8% | +0.7% | 0.0% | +0.5% |
| 30D | +6.8% | +23.1% | -16.3% | 0.0% |
| 3M | -3.8% | -6.0% | +2.3% | -2.3% |
| 6M | +11.7% | +7.9% | +3.9% | +8.1% |
| YTD | +17.5% | -4.1% | +21.6% | +17.7% |
| 1Y | +33.8% | -2.3% | +36.1% | +32.9% |
| 3Y | +104.2% | +3.4% | +100.8% | +96.9% |
| 5Y | +26.4% | +17.1% | +9.3% | +11.7% |
| All | +26.4% | +17.9% | +8.5% | +11.7% |
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