+293.5%
JCI vs AA
+42.1%
+251.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | -8.6% | -0.6% | -8.0% | -8.5% |
| 3M | -7.7% | -19.7% | +11.9% | -3.7% |
| 6M | -2.6% | -41.6% | +39.0% | +7.9% |
| YTD | +17.4% | -24.6% | +42.0% | +21.5% |
| 1Y | +16.9% | +4.9% | +12.1% | +12.5% |
| 3Y | +186.7% | +66.8% | +119.9% | +138.9% |
| 5Y | +95.4% | -19.4% | +114.8% | +77.2% |
| All | +293.5% | +42.1% | +251.4% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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