+197.7%
AON vs MTB
+173.8%
+23.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -14.1% | -4.8% | -9.3% | -13.0% |
| 3M | -9.5% | +6.0% | -15.4% | -10.8% |
| 6M | -4.0% | +19.6% | -23.6% | -8.4% |
| YTD | -13.8% | +21.5% | -35.3% | -18.2% |
| 1Y | -18.3% | +24.7% | -43.0% | -23.1% |
| 3Y | -7.2% | +108.6% | -115.8% | -25.1% |
| 5Y | +7.3% | +106.7% | -99.4% | -15.6% |
| All | +197.7% | +173.8% | +23.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling