+19.1%
ITW vs ACI
-45.1%
+64.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.5% |
| 7D | -1.9% | -5.0% | +3.2% | -1.4% |
| 30D | -10.4% | -2.3% | -8.1% | -10.2% |
| 3M | +3.5% | -23.2% | +26.7% | +5.9% |
| 6M | -3.4% | -29.5% | +26.1% | -0.2% |
| YTD | +8.5% | -28.6% | +37.1% | +11.7% |
| 1Y | +3.2% | -34.0% | +37.3% | +7.4% |
| All | +19.1% | -45.1% | +64.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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