+1,148.2%
JBL vs ACWI
+224.5%
+923.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | +6.3% | +2.4% | +3.9% | +2.8% |
| 30D | -13.5% | -1.7% | -11.8% | -11.0% |
| 3M | -31.3% | -3.9% | -27.4% | -26.7% |
| 6M | -28.4% | +0.8% | -29.2% | -28.2% |
| YTD | +11.6% | +11.0% | +0.5% | -1.7% |
| 1Y | +26.1% | +13.1% | +13.0% | +8.5% |
| 3Y | +97.4% | +73.9% | +23.5% | -5.5% |
| 5Y | +301.0% | +59.0% | +242.0% | +121.6% |
| All | +1,148.2% | +224.5% | +923.7% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling