+21.0%
ITW vs ACGL
+29.4%
-8.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | -9.4% | -2.8% | -6.6% | -8.8% |
| 3M | +7.1% | +6.8% | +0.3% | +5.3% |
| 6M | -1.9% | -1.5% | -0.3% | -1.6% |
| YTD | +10.4% | -0.2% | +10.7% | +10.3% |
| 1Y | +3.3% | +5.3% | -2.0% | +1.7% |
| 3Y | +21.0% | +30.3% | -9.3% | +17.2% |
| All | +21.0% | +29.4% | -8.4% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling