+191.0%
JBL vs ACI
-45.1%
+236.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.5% |
| 7D | +4.0% | -5.0% | +9.0% | +3.6% |
| 30D | -7.5% | -2.3% | -5.2% | -7.6% |
| 3M | -14.1% | -23.2% | +9.1% | -15.0% |
| 6M | +25.9% | -29.5% | +55.4% | +24.2% |
| YTD | +36.7% | -28.6% | +65.3% | +34.4% |
| 1Y | +49.0% | -34.0% | +83.0% | +47.4% |
| All | +191.0% | -45.1% | +236.1% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling