+7.3%
AON vs MTUM
+78.7%
-71.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.9% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -14.1% | -2.4% | -11.7% | -13.7% |
| 3M | -9.5% | -3.6% | -5.8% | -9.6% |
| 6M | -4.0% | +23.7% | -27.7% | -13.4% |
| YTD | -13.8% | +22.9% | -36.7% | -22.4% |
| 1Y | -18.3% | +21.8% | -40.0% | -26.3% |
| 3Y | -7.2% | +114.4% | -121.6% | -40.7% |
| All | +7.3% | +78.7% | -71.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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