-7.7%
AAL vs JCI
+169.7%
-177.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -0.3% | +5.1% | -5.4% | -3.3% |
| 30D | -19.0% | -3.8% | -15.2% | -17.1% |
| 3M | -5.1% | +1.9% | -7.0% | -6.7% |
| 6M | +15.5% | +11.2% | +4.3% | +6.4% |
| YTD | -15.8% | +22.9% | -38.7% | -27.7% |
| 1Y | -0.3% | +37.4% | -37.7% | -20.4% |
| 3Y | -7.7% | +167.8% | -175.5% | -52.8% |
| All | -7.7% | +169.7% | -177.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling