-7.2%
AON vs ITUB
+120.9%
-128.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -6.3% | +2.2% | -8.5% | -6.3% |
| 30D | -14.1% | +12.6% | -26.7% | -14.3% |
| 3M | -9.5% | +6.4% | -15.9% | -9.7% |
| 6M | -4.0% | +0.6% | -4.6% | -4.1% |
| YTD | -13.8% | +18.8% | -32.6% | -15.5% |
| 1Y | -18.3% | +31.0% | -49.3% | -20.6% |
| 3Y | -7.2% | +118.1% | -125.3% | -18.9% |
| All | -7.2% | +120.9% | -128.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 3y: compounded portfolio wealth divided by compounded ITUB 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…
3y analysis · Full analysis span regression · 6 months rolling