+26.1%
JBL vs ACI
-23.3%
+49.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.4% |
| 7D | +6.3% | +2.3% | +4.1% | +6.9% |
| 30D | -13.5% | +1.2% | -14.7% | -13.0% |
| 3M | -31.3% | +6.8% | -38.1% | -30.0% |
| 6M | -28.4% | -18.7% | -9.7% | -31.5% |
| YTD | +11.6% | -20.2% | +31.8% | +5.8% |
| 1Y | +26.1% | -23.7% | +49.9% | +21.5% |
| All | +26.1% | -23.3% | +49.5% | +21.5% |
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