+86.8%
ACN vs JBL
+1,478.7%
-1,391.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.9% |
| 7D | -7.9% | -1.0% | -6.9% | -7.7% |
| 30D | -1.1% | -15.1% | +14.0% | +2.6% |
| 3M | +5.6% | -14.0% | +19.6% | +7.9% |
| 6M | -9.9% | +20.6% | -30.6% | -18.1% |
| YTD | -32.3% | +32.9% | -65.2% | -40.8% |
| 1Y | -25.3% | +40.5% | -65.8% | -36.4% |
| 3Y | -42.3% | +183.7% | -226.0% | -64.0% |
| 5Y | -43.5% | +388.3% | -431.8% | -72.2% |
| All | +86.8% | +1,478.7% | -1,391.9% | -36.1% |
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