-12.7%
JBLU vs ACI
-18.4%
+5.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +12.3% |
| 7D | +24.9% | +4.5% | +20.4% | +25.5% |
| 30D | -12.3% | +20.9% | -33.2% | -11.0% |
| 3M | -44.5% | +15.2% | -59.7% | -43.7% |
| 6M | -25.7% | -13.3% | -12.4% | -27.6% |
| YTD | -21.8% | -16.2% | -5.6% | -23.2% |
| 1Y | -12.7% | -16.9% | +4.1% | -14.3% |
| All | -12.7% | -18.4% | +5.7% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling