+151.4%
ACN vs JCI
+299.8%
-148.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.3% | -2.7% |
| 7D | -4.0% | +2.9% | -6.9% | -5.1% |
| 30D | +19.0% | -6.9% | +25.9% | +20.6% |
| 3M | +42.2% | -6.3% | +48.5% | +43.0% |
| 6M | +50.1% | +2.6% | +47.6% | +43.7% |
| YTD | -2.7% | +21.8% | -24.5% | -15.1% |
| 1Y | +7.6% | +19.6% | -12.0% | -5.5% |
| 3Y | -15.9% | +194.9% | -210.8% | -53.8% |
| 5Y | -24.4% | +108.1% | -132.5% | -51.6% |
| 10Y | +151.4% | +307.6% | -156.3% | +3.7% |
| All | +151.4% | +299.8% | -148.4% | +3.7% |
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 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