+36.3%
ITW vs ACGL
+158.6%
-122.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -9.4% | -2.8% | -6.6% | -8.7% |
| 3M | +7.1% | +6.8% | +0.3% | +4.8% |
| 6M | -1.9% | -1.5% | -0.3% | -1.6% |
| YTD | +10.4% | -0.2% | +10.7% | +10.1% |
| 1Y | +3.3% | +5.3% | -2.0% | +1.1% |
| 3Y | +21.0% | +30.3% | -9.3% | +8.6% |
| 5Y | +36.3% | +151.8% | -115.5% | -11.5% |
| All | +36.3% | +158.6% | -122.3% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling