+36.4%
ITW vs ALC
-19.4%
+55.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | -2.4% | -7.7% | +5.3% | +0.1% |
| 30D | -9.5% | -11.7% | +2.1% | -5.9% |
| 3M | +6.6% | +0.7% | +6.0% | +6.2% |
| 6M | -1.8% | -17.1% | +15.3% | +3.7% |
| YTD | +9.0% | -15.1% | +24.2% | +13.9% |
| 1Y | +3.6% | -14.1% | +17.7% | +7.5% |
| 3Y | +19.4% | -18.2% | +37.6% | +24.1% |
| 5Y | +36.4% | -19.2% | +55.6% | +35.9% |
| All | +36.4% | -19.4% | +55.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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