+7.7%
AAL vs JCI
+27.0%
-19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.3% | +12.6% | +8.4% |
| 7D | +8.3% | -10.7% | +19.0% | +12.6% |
| 30D | +6.2% | -10.4% | +16.6% | +10.2% |
| 3M | -17.7% | -8.3% | -9.4% | -15.6% |
| 6M | +15.4% | -2.1% | +17.5% | +14.2% |
| YTD | -11.1% | +18.4% | -29.5% | -21.5% |
| 1Y | +7.7% | +27.7% | -19.9% | -10.3% |
| All | +7.7% | +27.0% | -19.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling