+0.2%
AAL vs JCI
+33.3%
-33.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -16.0% | -7.7% | -8.2% | -12.2% |
| 3M | -4.2% | +2.8% | -7.0% | -6.4% |
| 6M | +15.7% | +7.2% | +8.4% | +8.4% |
| YTD | -16.2% | +20.0% | -36.1% | -28.0% |
| 1Y | +0.2% | +33.3% | -33.0% | -23.1% |
| All | +0.2% | +33.3% | -33.1% | -23.1% |
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