+22.9%
ITW vs AON
+2.1%
+20.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.6% |
| 7D | +6.3% | +9.4% | -3.2% | +4.7% |
| 30D | +11.1% | +27.0% | -15.9% | +7.1% |
| 3M | +0.1% | -3.1% | +3.2% | +0.3% |
| 6M | +18.1% | +10.0% | +8.1% | +17.5% |
| YTD | +21.4% | -1.6% | +23.0% | +22.5% |
| 1Y | +22.9% | +0.9% | +22.0% | +23.0% |
| All | +22.9% | +2.1% | +20.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling