+85.3%
ITW vs ACI
+21.8%
+63.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.2% |
| 7D | -0.4% | -2.6% | +2.1% | -0.2% |
| 30D | -9.4% | +1.1% | -10.5% | -9.6% |
| 3M | +7.1% | -23.6% | +30.8% | +9.9% |
| 6M | -1.9% | -29.9% | +28.1% | +1.6% |
| YTD | +10.4% | -26.9% | +37.3% | +13.6% |
| 1Y | +3.3% | -34.2% | +37.5% | +7.6% |
| 3Y | +21.0% | -43.6% | +64.6% | +27.8% |
| 5Y | +36.3% | -42.4% | +78.7% | +41.8% |
| All | +85.3% | +21.8% | +63.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling