+9.1%
AON vs MTB
+101.1%
-91.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -5.9% | -0.4% | -5.4% | -5.8% |
| 30D | -13.7% | -4.6% | -9.1% | -12.9% |
| 3M | -8.3% | +7.4% | -15.7% | -9.6% |
| 6M | -3.6% | +18.7% | -22.3% | -6.9% |
| YTD | -12.4% | +21.1% | -33.4% | -15.7% |
| 1Y | -14.6% | +24.1% | -38.7% | -18.5% |
| 3Y | -5.7% | +115.3% | -121.1% | -20.4% |
| 5Y | +9.1% | +106.0% | -96.9% | -4.8% |
| All | +9.1% | +101.1% | -91.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling