+477.2%
AON vs MTUM
+604.3%
-127.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.2% |
| 7D | -6.3% | +0.7% | -7.0% | -6.7% |
| 30D | -14.1% | -2.4% | -11.7% | -13.3% |
| 3M | -9.5% | -3.6% | -5.8% | -9.6% |
| 6M | -4.0% | +23.7% | -27.7% | -17.5% |
| YTD | -13.8% | +22.9% | -36.7% | -26.1% |
| 1Y | -18.3% | +21.8% | -40.0% | -29.8% |
| 3Y | -7.2% | +114.4% | -121.6% | -45.7% |
| 5Y | +7.3% | +79.6% | -72.2% | -30.3% |
| 10Y | +203.6% | +356.2% | -152.6% | -4.5% |
| All | +477.2% | +604.3% | -127.2% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling