-65.1%
AAL vs JCI
+323.6%
-388.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | -1.3% | +4.1% | -5.4% | -4.5% |
| 30D | -13.7% | -3.8% | -9.9% | -11.2% |
| 3M | -8.2% | -1.6% | -6.5% | -7.8% |
| 6M | +13.1% | +9.5% | +3.6% | +2.7% |
| YTD | -15.6% | +21.7% | -37.3% | -30.4% |
| 1Y | +1.4% | +37.1% | -35.7% | -24.3% |
| 3Y | -7.4% | +165.2% | -172.6% | -62.3% |
| 5Y | -35.9% | +110.3% | -146.2% | -69.0% |
| 10Y | -65.1% | +341.0% | -406.1% | -92.2% |
| All | -65.1% | +323.6% | -388.7% | -92.2% |
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