+188.3%
ITW vs AON
+204.8%
-16.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | -0.7% | -6.3% | +5.6% | +2.2% |
| 30D | -8.3% | -14.1% | +5.8% | -2.3% |
| 3M | +6.0% | -9.5% | +15.5% | +10.1% |
| 6M | 0.0% | -4.0% | +4.0% | +0.6% |
| YTD | +10.2% | -13.8% | +24.0% | +16.0% |
| 1Y | +3.2% | -18.3% | +21.5% | +11.2% |
| 3Y | +21.0% | -7.2% | +28.2% | +20.2% |
| 5Y | +37.9% | +7.3% | +30.6% | +24.3% |
| All | +188.3% | +204.8% | -16.5% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling