+1,697.2%
ACN vs JCI
+169.3%
+1,528.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.8% |
| 7D | -1.5% | +3.8% | -5.4% | -2.5% |
| 30D | +9.4% | -5.7% | +15.0% | +10.8% |
| 3M | +5.6% | -1.4% | +7.0% | +5.2% |
| 6M | -9.3% | +4.1% | -13.4% | -11.7% |
| YTD | -29.0% | +21.7% | -50.7% | -34.1% |
| 1Y | -24.7% | +36.1% | -60.8% | -32.4% |
| 3Y | -39.8% | +154.4% | -194.3% | -55.1% |
| 5Y | -40.9% | +112.0% | -153.0% | -54.0% |
| 10Y | +91.1% | +322.2% | -231.1% | +22.3% |
| All | +1,697.2% | +169.3% | +1,528.0% | +994.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling