-8.0%
AON vs ITUB
+1.4%
-9.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.7% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -14.6% | +2.6% | -17.2% | -14.5% |
| 3M | -7.9% | +8.4% | -16.3% | -7.6% |
| 6M | -8.0% | -0.5% | -7.5% | -8.7% |
| All | -8.0% | +1.4% | -9.4% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling