-57.3%
JBLU vs ACI
+21.2%
-78.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | 0.0% |
| 7D | -5.0% | -3.7% | -1.2% | -4.7% |
| 30D | -23.9% | +0.6% | -24.5% | -23.9% |
| 3M | -11.6% | -20.3% | +8.7% | -10.3% |
| 6M | -0.2% | -24.7% | +24.4% | +1.4% |
| YTD | -3.3% | -27.2% | +23.9% | -1.4% |
| 1Y | -15.4% | -32.7% | +17.3% | -13.1% |
| 3Y | -14.7% | -43.9% | +29.2% | -11.5% |
| 5Y | -70.0% | -38.9% | -31.2% | -69.1% |
| All | -57.3% | +21.2% | -78.5% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling