+400.7%
JBL vs ACGL
+161.8%
+238.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.8% |
| 7D | +3.0% | -0.7% | +3.8% | +3.1% |
| 30D | -8.3% | -1.0% | -7.3% | -8.2% |
| 3M | -16.9% | +11.0% | -28.0% | -19.0% |
| 6M | +21.8% | -0.3% | +22.1% | +21.2% |
| YTD | +36.3% | +2.3% | +34.0% | +34.5% |
| 1Y | +49.5% | +6.4% | +43.1% | +45.7% |
| 3Y | +170.6% | +34.0% | +136.7% | +134.5% |
| All | +400.7% | +161.8% | +238.9% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling