+86.8%
ACN vs JCI
+338.7%
-251.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -7.9% | +0.4% | -8.3% | -8.1% |
| 30D | -1.1% | -7.7% | +6.7% | +1.6% |
| 3M | +5.6% | +2.8% | +2.8% | +3.2% |
| 6M | -9.9% | +7.2% | -17.2% | -14.8% |
| YTD | -32.3% | +20.0% | -52.3% | -39.7% |
| 1Y | -25.3% | +33.3% | -58.6% | -36.8% |
| 3Y | -42.3% | +161.3% | -203.6% | -65.7% |
| 5Y | -43.5% | +108.8% | -152.3% | -63.3% |
| All | +86.8% | +338.7% | -251.9% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling