-66.0%
AAL vs JCI
+299.8%
-365.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.5% | -2.0% |
| 7D | +3.4% | +2.9% | +0.5% | +1.1% |
| 30D | +11.7% | -6.9% | +18.7% | +16.6% |
| 3M | -7.8% | -6.3% | -1.5% | -5.0% |
| 6M | +10.2% | +2.6% | +7.7% | +4.0% |
| YTD | -8.0% | +21.8% | -29.8% | -25.9% |
| 1Y | +8.5% | +19.6% | -11.1% | -11.3% |
| 3Y | +19.5% | +194.9% | -175.5% | -57.2% |
| 5Y | -33.9% | +108.1% | -142.0% | -68.5% |
| 10Y | -66.0% | +307.6% | -373.6% | -92.6% |
| All | -66.0% | +299.8% | -365.8% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling