-15.9%
ACN vs ITW
+33.4%
-49.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.8% | +2.3% | -6.2% | -4.8% |
| 30D | +16.5% | +6.7% | +9.8% | +13.3% |
| 3M | +41.5% | -0.5% | +42.0% | +41.5% |
| 6M | +60.1% | +16.4% | +43.7% | +50.3% |
| YTD | -3.9% | +19.0% | -22.9% | -12.2% |
| 1Y | +4.1% | +20.2% | -16.1% | -5.5% |
| 3Y | -15.9% | +33.1% | -48.9% | -25.6% |
| All | -15.9% | +33.4% | -49.3% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling