-2.6%
AGG vs JCI
+111.7%
-114.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -1.1% | -4.4% | +3.3% | -1.0% |
| 3M | -1.9% | +1.7% | -3.6% | -2.0% |
| 6M | -1.7% | +8.8% | -10.5% | -2.0% |
| YTD | -1.3% | +22.6% | -23.9% | -1.9% |
| 1Y | -0.7% | +36.2% | -37.0% | -1.7% |
| 3Y | +12.5% | +168.0% | -155.5% | +8.3% |
| All | -2.6% | +111.7% | -114.3% | -6.7% |
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 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