+152.3%
ACN vs JBL
+1,148.2%
-995.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -3.8% | +6.3% | -10.2% | -5.3% |
| 30D | +16.5% | -13.5% | +30.0% | +19.7% |
| 3M | +41.5% | -31.3% | +72.8% | +52.6% |
| 6M | +60.1% | -28.4% | +88.5% | +68.0% |
| YTD | -3.9% | +11.6% | -15.5% | -13.7% |
| 1Y | +4.1% | +26.1% | -22.0% | -10.2% |
| 3Y | -15.9% | +97.4% | -113.2% | -41.4% |
| 5Y | -26.3% | +301.0% | -327.3% | -62.7% |
| All | +152.3% | +1,148.2% | -995.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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