+2,330.4%
ACN vs ITW
+1,413.0%
+917.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.8% | +2.3% | -6.2% | -5.1% |
| 30D | +16.5% | +6.7% | +9.8% | +12.2% |
| 3M | +41.5% | -0.5% | +42.0% | +41.6% |
| 6M | +60.1% | +16.4% | +43.7% | +46.0% |
| YTD | -3.9% | +19.0% | -22.9% | -14.5% |
| 1Y | +4.1% | +20.2% | -16.1% | -7.9% |
| 3Y | -15.9% | +33.1% | -48.9% | -30.6% |
| 5Y | -26.3% | +35.7% | -62.0% | -40.1% |
| 10Y | +148.2% | +194.0% | -45.8% | +25.6% |
| All | +2,330.4% | +1,413.0% | +917.4% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling