+188.6%
ITW vs ACGL
+270.1%
-81.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | -1.9% | -2.1% | +0.2% | -1.0% |
| 30D | -10.4% | -2.2% | -8.2% | -9.6% |
| 3M | +3.5% | +6.3% | -2.8% | +0.6% |
| 6M | -3.4% | +0.5% | -3.9% | -4.0% |
| YTD | +8.5% | +0.2% | +8.3% | +7.7% |
| 1Y | +3.2% | +7.3% | -4.0% | -0.8% |
| 3Y | +18.9% | +30.8% | -11.9% | +1.8% |
| 5Y | +35.0% | +155.8% | -120.8% | -18.8% |
| 10Y | +188.6% | +276.3% | -87.7% | +34.4% |
| All | +188.6% | +270.1% | -81.5% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling