+22.9%
ITW vs ACGL
+28.7%
-5.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.6% |
| 7D | +6.3% | +8.0% | -1.7% | +4.0% |
| 30D | +11.1% | +17.3% | -6.2% | +6.2% |
| 3M | +0.1% | +11.2% | -11.1% | -3.0% |
| 6M | +18.1% | +18.2% | -0.1% | +13.1% |
| YTD | +21.4% | +15.4% | +6.0% | +18.1% |
| 1Y | +22.9% | +26.5% | -3.7% | +12.8% |
| All | +22.9% | +28.7% | -5.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling