+8,933.7%
ITW vs AON
+4,880.3%
+4,053.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.1% |
| 7D | -2.4% | -5.9% | +3.5% | -0.4% |
| 30D | -9.5% | -13.7% | +4.1% | -5.3% |
| 3M | +6.6% | -8.3% | +14.9% | +9.3% |
| 6M | -1.8% | -3.6% | +1.9% | -1.3% |
| YTD | +9.0% | -12.4% | +21.4% | +12.6% |
| 1Y | +3.6% | -14.6% | +18.2% | +7.8% |
| 3Y | +19.4% | -5.7% | +25.2% | +18.9% |
| 5Y | +36.4% | +9.1% | +27.3% | +28.3% |
| 10Y | +190.0% | +208.7% | -18.7% | +94.2% |
| All | +8,933.7% | +4,880.3% | +4,053.4% | +2,595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling