-42.9%
ACN vs JCI
+119.7%
-162.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -4.8% | +5.1% | -9.9% | -6.1% |
| 30D | +1.9% | -3.8% | +5.7% | +2.8% |
| 3M | +3.9% | +1.9% | +2.0% | +2.4% |
| 6M | -15.0% | +11.2% | -26.2% | -19.7% |
| YTD | -31.9% | +22.9% | -54.8% | -38.7% |
| 1Y | -28.5% | +37.4% | -65.9% | -38.9% |
| 3Y | -41.9% | +167.8% | -209.7% | -65.0% |
| 5Y | -42.9% | +115.0% | -157.9% | -61.5% |
| All | -42.9% | +119.7% | -162.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling