+11.9%
ACN vs JCI
+27.0%
-15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.3% | +10.1% | +0.6% |
| 7D | +8.6% | -10.7% | +19.3% | +2.9% |
| 30D | +36.6% | -10.4% | +47.0% | +30.6% |
| 3M | +56.3% | -8.3% | +64.6% | +51.8% |
| 6M | +49.7% | -2.1% | +51.8% | +52.3% |
| YTD | +1.3% | +18.4% | -17.0% | +7.4% |
| 1Y | +11.9% | +27.7% | -15.7% | +17.7% |
| All | +11.9% | +27.0% | -15.1% | +17.7% |
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