+196.2%
ITW vs ACGL
+332.0%
-135.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | +0.5% | +1.3% | -0.8% | 0.0% |
| 30D | +9.1% | +14.2% | -5.1% | +3.1% |
| 3M | -1.6% | +11.1% | -12.6% | -5.9% |
| 6M | +14.5% | +16.4% | -1.9% | +7.0% |
| YTD | +19.2% | +13.8% | +5.4% | +12.0% |
| 1Y | +20.9% | +21.6% | -0.6% | +10.5% |
| 3Y | +33.1% | +33.5% | -0.4% | +13.9% |
| 5Y | +38.2% | +174.8% | -136.7% | -19.0% |
| 10Y | +196.2% | +330.4% | -134.2% | +33.9% |
| All | +196.2% | +332.0% | -135.9% | +33.9% |
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