-28.4%
JBL vs ACI
-14.9%
-13.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -30.2% |
| 6M | -28.4% | -18.7% | -9.7% | -32.3% |
| All | -28.4% | -14.9% | -13.5% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling