+93.1%
ACN vs ITW
+194.8%
-101.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | +2.1% | -8.3% | +10.4% | +7.4% |
| 3M | +11.1% | +6.0% | +5.1% | +7.2% |
| 6M | -6.8% | 0.0% | -6.8% | -7.5% |
| YTD | -30.0% | +10.2% | -40.3% | -35.0% |
| 1Y | -23.1% | +3.2% | -26.3% | -25.7% |
| 3Y | -40.4% | +21.0% | -61.4% | -48.5% |
| 5Y | -41.6% | +37.9% | -79.5% | -53.8% |
| All | +93.1% | +194.8% | -101.8% | +1.0% |
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 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