+2.7%
AA vs ITW
+35.1%
-32.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -5.2% |
| 7D | -5.4% | -2.4% | -3.0% | -3.3% |
| 30D | -10.7% | -9.5% | -1.2% | -2.5% |
| 3M | -26.2% | +6.6% | -32.8% | -31.5% |
| 6M | -20.9% | -1.8% | -19.2% | -21.4% |
| YTD | -8.6% | +9.0% | -17.6% | -19.3% |
| 1Y | +57.4% | +3.6% | +53.8% | +45.9% |
| 3Y | +77.8% | +19.4% | +58.4% | +43.4% |
| 5Y | +2.7% | +36.4% | -33.7% | -34.0% |
| All | +2.7% | +35.1% | -32.4% | -34.0% |
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