+22.0%
USB vs AON
+19.9%
+2.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | 0.0% | +4.4% | -4.4% | -1.4% |
| 30D | +5.8% | +24.1% | -18.3% | -1.2% |
| 3M | -6.0% | -7.0% | +1.0% | -4.2% |
| 6M | +7.8% | +9.1% | -1.4% | +3.8% |
| YTD | +14.6% | -4.4% | +19.0% | +14.9% |
| 1Y | +31.8% | -0.8% | +32.6% | +30.2% |
| 3Y | +91.5% | +5.1% | +86.4% | +83.1% |
| All | +22.0% | +19.9% | +2.2% | +7.4% |
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