+89.6%
AXP vs JCI
+103.9%
-14.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.6% | -5.9% | +5.2% | +1.8% |
| 30D | +5.0% | -10.4% | +15.3% | +9.6% |
| 3M | -4.2% | -6.1% | +1.8% | -2.8% |
| 6M | +2.9% | +1.7% | +1.2% | -0.7% |
| YTD | -11.6% | +18.9% | -30.4% | -22.8% |
| 1Y | -11.1% | +16.1% | -27.2% | -21.3% |
| 3Y | +116.7% | +187.8% | -71.1% | +10.1% |
| 5Y | +89.6% | +103.2% | -13.6% | +11.2% |
| All | +89.6% | +103.9% | -14.3% | +11.2% |
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