+33.1%
ITW vs ACI
-31.5%
+64.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +2.3% | +2.3% | +0.1% | +2.1% |
| 30D | +6.7% | +1.2% | +5.5% | +6.6% |
| 3M | -0.5% | +6.8% | -7.3% | -1.2% |
| 6M | +16.4% | -18.7% | +35.1% | +18.5% |
| YTD | +19.0% | -20.2% | +39.2% | +21.0% |
| 1Y | +20.2% | -23.7% | +43.9% | +23.1% |
| 3Y | +33.1% | -31.6% | +64.7% | +37.5% |
| All | +33.1% | -31.5% | +64.6% | +37.5% |
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