+166.8%
JCI vs AA
+75.5%
+91.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | -5.7% | +5.0% | -10.7% | -6.8% |
| 3M | -1.4% | -35.8% | +34.4% | +6.8% |
| 6M | +4.1% | -18.4% | +22.5% | +6.9% |
| YTD | +21.7% | -5.5% | +27.2% | +20.3% |
| 1Y | +36.1% | +61.0% | -24.8% | +18.5% |
| All | +166.8% | +75.5% | +91.3% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling