+8,026.5%
USB vs AON
+5,487.3%
+2,539.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.5% | +7.3% | -8.8% | -4.3% |
| 30D | +4.3% | +26.0% | -21.7% | -5.1% |
| 3M | -6.1% | -4.1% | -2.0% | -5.0% |
| 6M | +9.4% | +10.0% | -0.6% | +4.2% |
| YTD | +15.2% | -1.7% | +16.8% | +14.0% |
| 1Y | +32.8% | +1.5% | +31.2% | +29.5% |
| 3Y | +91.3% | +8.9% | +82.4% | +78.4% |
| 5Y | +22.7% | +23.8% | -1.2% | +7.3% |
| 10Y | +97.0% | +248.9% | -151.9% | +13.1% |
| All | +8,026.5% | +5,487.3% | +2,539.2% | +2,278.0% |
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