+1,447.6%
JBL vs ACGL
+263.8%
+1,183.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.6% |
| 7D | +4.4% | -2.9% | +7.4% | +5.7% |
| 30D | -8.4% | -2.8% | -5.6% | -7.5% |
| 3M | -14.2% | +6.8% | -21.0% | -17.7% |
| 6M | +29.6% | -1.5% | +31.1% | +28.3% |
| YTD | +37.1% | -0.2% | +37.3% | +33.9% |
| 1Y | +49.5% | +5.3% | +44.2% | +41.4% |
| 3Y | +192.7% | +30.3% | +162.4% | +133.5% |
| 5Y | +411.3% | +151.8% | +259.5% | +162.0% |
| 10Y | +1,447.6% | +266.9% | +1,180.8% | +552.1% |
| All | +1,447.6% | +263.8% | +1,183.8% | +552.1% |
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