+407.0%
AXP vs JCI
+291.9%
+115.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.2% |
| 7D | -0.1% | +3.2% | -3.3% | -2.1% |
| 30D | +4.4% | -8.6% | +13.0% | +8.9% |
| 3M | -6.4% | -7.7% | +1.3% | -3.6% |
| 6M | +4.2% | -2.6% | +6.7% | +2.1% |
| YTD | -12.4% | +17.4% | -29.7% | -25.3% |
| 1Y | -11.1% | +16.9% | -28.0% | -24.1% |
| 3Y | +114.9% | +186.7% | -71.9% | -5.6% |
| 5Y | +87.4% | +95.4% | -7.9% | +6.1% |
| All | +407.0% | +291.9% | +115.2% | +44.5% |
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 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