-17.4%
AA vs ITW
+35.5%
-52.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -2.0% |
| 7D | +0.5% | +2.3% | -1.8% | -1.5% |
| 30D | -0.6% | +6.7% | -7.3% | -6.2% |
| 3M | -19.7% | -0.5% | -19.1% | -19.7% |
| 6M | -41.6% | +16.4% | -58.0% | -50.0% |
| YTD | -24.6% | +19.0% | -43.6% | -38.7% |
| 1Y | +4.9% | +20.2% | -15.3% | -15.9% |
| 3Y | +66.8% | +33.1% | +33.8% | +21.2% |
| All | -17.4% | +35.5% | -52.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling