+940.4%
JBL vs ACI
+25.9%
+914.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | -8.3% | +5.9% | -14.2% | -8.5% |
| 3M | -16.9% | -19.8% | +2.9% | -16.2% |
| 6M | +21.8% | -24.7% | +46.5% | +23.0% |
| YTD | +36.3% | -24.4% | +60.7% | +37.5% |
| 1Y | +49.5% | -31.5% | +81.0% | +52.0% |
| 3Y | +170.6% | -38.7% | +209.3% | +176.7% |
| 5Y | +408.4% | -42.8% | +451.2% | +416.2% |
| All | +940.4% | +25.9% | +914.5% | +944.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling