+307.4%
JBL vs ACI
-41.8%
+349.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.7% |
| 7D | +0.1% | -5.3% | +5.4% | +0.2% |
| 30D | -17.0% | +5.0% | -22.1% | -17.2% |
| 3M | -27.4% | +7.5% | -34.9% | -27.6% |
| 6M | -29.1% | -16.0% | -13.1% | -28.5% |
| YTD | +13.6% | -20.6% | +34.3% | +14.5% |
| 1Y | +22.8% | -23.5% | +46.3% | +24.4% |
| 3Y | +103.0% | -32.1% | +135.1% | +107.2% |
| 5Y | +307.4% | -42.5% | +349.9% | +312.5% |
| All | +307.4% | -41.8% | +349.2% | +312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling