+751.7%
JBL vs ACI
+32.8%
+718.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +6.3% | +2.3% | +4.1% | +6.3% |
| 30D | -13.5% | +1.2% | -14.7% | -13.5% |
| 3M | -31.3% | +6.8% | -38.1% | -31.5% |
| 6M | -28.4% | -18.7% | -9.7% | -27.9% |
| YTD | +11.6% | -20.2% | +31.8% | +12.3% |
| 1Y | +26.1% | -23.7% | +49.9% | +27.4% |
| 3Y | +97.4% | -31.6% | +129.0% | +100.3% |
| 5Y | +301.0% | -42.8% | +343.8% | +306.6% |
| All | +751.7% | +32.8% | +718.9% | +753.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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