+117.0%
AA vs ITW
+194.8%
-77.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.2% |
| 7D | -3.4% | -0.7% | -2.7% | -2.8% |
| 30D | -5.8% | -8.3% | +2.5% | +2.5% |
| 3M | -29.9% | +6.0% | -35.9% | -35.0% |
| 6M | -27.0% | 0.0% | -27.0% | -28.8% |
| YTD | -8.7% | +10.2% | -18.9% | -20.6% |
| 1Y | +50.6% | +3.2% | +47.4% | +39.7% |
| 3Y | +74.1% | +21.0% | +53.1% | +38.1% |
| 5Y | +2.6% | +37.9% | -35.3% | -29.6% |
| All | +117.0% | +194.8% | -77.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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