+1,152.0%
JBL vs ACGL
+332.3%
+819.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.9% | +5.3% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | -17.5% | +13.1% | -30.7% | -22.2% |
| 3M | -26.0% | +9.8% | -35.8% | -29.4% |
| 6M | -28.9% | +15.3% | -44.1% | -34.4% |
| YTD | +10.8% | +12.7% | -1.9% | +2.2% |
| 1Y | +18.3% | +20.7% | -2.4% | +5.3% |
| 3Y | +102.2% | +34.3% | +67.9% | +61.1% |
| 5Y | +303.2% | +170.6% | +132.6% | +101.3% |
| 10Y | +1,152.0% | +330.6% | +821.4% | +336.5% |
| All | +1,152.0% | +332.3% | +819.7% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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