+115.0%
JCI vs AA
+17.0%
+98.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.6% | +0.3% |
| 7D | +5.1% | +1.7% | +3.5% | +4.8% |
| 30D | -3.8% | +3.3% | -7.2% | -4.6% |
| 3M | +1.9% | -29.4% | +31.3% | +8.0% |
| 6M | +11.2% | -12.8% | +24.0% | +12.6% |
| YTD | +22.9% | -2.1% | +25.1% | +21.0% |
| 1Y | +37.4% | +62.8% | -25.4% | +21.6% |
| 3Y | +167.8% | +90.5% | +77.4% | +121.8% |
| 5Y | +115.0% | +19.1% | +96.0% | +85.3% |
| All | +115.0% | +17.0% | +98.0% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling