+341.0%
JCI vs AA
+121.9%
+219.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | -3.8% | -1.6% | -2.3% | -3.7% |
| 3M | -1.6% | -29.8% | +28.2% | +5.2% |
| 6M | +9.5% | -16.6% | +26.1% | +12.1% |
| YTD | +21.7% | -4.0% | +25.8% | +20.0% |
| 1Y | +37.1% | +63.5% | -26.4% | +19.6% |
| 3Y | +165.2% | +86.8% | +78.4% | +115.2% |
| 5Y | +110.3% | +12.4% | +97.9% | +76.2% |
| 10Y | +341.0% | +132.3% | +208.7% | +138.4% |
| All | +341.0% | +121.9% | +219.1% | +138.4% |
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