+36.4%
ITW vs ACI
-44.6%
+81.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -2.4% | -7.1% | +4.7% | -1.4% |
| 30D | -9.5% | -4.5% | -5.0% | -9.0% |
| 3M | +6.6% | -22.3% | +28.9% | +9.7% |
| 6M | -1.8% | -28.4% | +26.7% | +2.1% |
| YTD | +9.0% | -29.5% | +38.5% | +13.5% |
| 1Y | +3.6% | -34.2% | +37.8% | +8.8% |
| 3Y | +19.4% | -45.7% | +65.1% | +28.9% |
| 5Y | +36.4% | -40.8% | +77.2% | +42.3% |
| All | +36.4% | -44.6% | +81.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling