-27.8%
AAL vs JCI
+398.9%
-426.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | -0.2% |
| 7D | -3.7% | +3.8% | -7.6% | -6.4% |
| 30D | -20.8% | -5.7% | -15.1% | -17.5% |
| 3M | -1.3% | -1.4% | +0.1% | -1.0% |
| 6M | +5.4% | +4.1% | +1.2% | +0.7% |
| YTD | -14.4% | +21.7% | -36.1% | -27.6% |
| 1Y | +2.1% | +36.1% | -34.0% | -20.5% |
| 3Y | -10.6% | +154.4% | -165.0% | -57.4% |
| 5Y | -32.2% | +112.0% | -144.2% | -63.8% |
| 10Y | -62.7% | +322.2% | -384.9% | -88.0% |
| All | -27.8% | +398.9% | -426.8% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling