+8,438.8%
USB vs AON
+5,128.2%
+3,310.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.4% | -9.1% | +10.5% | +5.2% |
| 30D | -1.3% | -10.2% | +8.9% | +2.8% |
| 3M | +15.2% | +0.5% | +14.7% | +14.2% |
| 6M | +18.8% | -4.8% | +23.7% | +19.9% |
| YTD | +21.0% | -8.0% | +29.0% | +23.3% |
| 1Y | +34.0% | -13.1% | +47.1% | +39.4% |
| 3Y | +95.3% | -1.3% | +96.6% | +90.2% |
| 5Y | +40.4% | +14.9% | +25.5% | +26.6% |
| 10Y | +107.3% | +214.9% | -107.6% | +24.1% |
| All | +8,438.8% | +5,128.2% | +3,310.6% | +2,472.2% |
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