+37.6%
ITW vs AON
+6.4%
+31.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | -0.7% | -6.3% | +5.6% | +1.4% |
| 30D | -8.3% | -14.1% | +5.8% | -3.9% |
| 3M | +6.0% | -9.5% | +15.5% | +9.2% |
| 6M | 0.0% | -4.0% | +4.0% | +0.6% |
| YTD | +10.2% | -13.8% | +24.0% | +14.8% |
| 1Y | +3.2% | -18.3% | +21.5% | +9.6% |
| 3Y | +21.0% | -7.2% | +28.2% | +21.4% |
| All | +37.6% | +6.4% | +31.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling