+48.6%
JBL vs ACI
-32.3%
+80.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.8% | +5.6% |
| 7D | +2.4% | -3.7% | +6.2% | +1.7% |
| 30D | -13.1% | +0.6% | -13.7% | -13.0% |
| 3M | -15.6% | -20.3% | +4.7% | -18.5% |
| 6M | +24.6% | -24.7% | +49.2% | +18.5% |
| YTD | +39.6% | -27.2% | +66.8% | +31.8% |
| 1Y | +48.6% | -32.7% | +81.3% | +39.7% |
| All | +48.6% | -32.3% | +80.9% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling