+965.6%
JBL vs ACI
+21.2%
+944.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.8% | +4.9% |
| 7D | +2.4% | -3.7% | +6.2% | +2.6% |
| 30D | -13.1% | +0.6% | -13.7% | -13.2% |
| 3M | -15.6% | -20.3% | +4.7% | -14.9% |
| 6M | +24.6% | -24.7% | +49.2% | +25.7% |
| YTD | +39.6% | -27.2% | +66.8% | +41.0% |
| 1Y | +48.6% | -32.7% | +81.3% | +51.0% |
| 3Y | +197.3% | -43.9% | +241.2% | +205.9% |
| 5Y | +413.0% | -38.9% | +451.8% | +419.7% |
| All | +965.6% | +21.2% | +944.4% | +971.0% |
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