+98.1%
AGG vs JCI
+596.1%
-498.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +0.1% | +5.1% | -5.0% | +0.1% |
| 30D | -0.4% | -3.8% | +3.5% | -0.4% |
| 3M | -0.3% | +1.9% | -2.2% | -0.3% |
| 6M | -1.2% | +11.2% | -12.4% | -1.2% |
| YTD | -0.4% | +22.9% | -23.3% | -0.3% |
| 1Y | +0.4% | +37.4% | -37.0% | +0.4% |
| 3Y | +13.4% | +167.8% | -154.4% | +13.5% |
| 5Y | -1.4% | +115.0% | -116.5% | -1.5% |
| 10Y | +14.8% | +325.3% | -310.5% | +15.2% |
| All | +98.1% | +596.1% | -498.0% | +102.6% |
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