+103.0%
JCI vs AA
-9.6%
+112.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -1.0% | +3.7% |
| 7D | -3.4% | +4.8% | -8.2% | -4.3% |
| 30D | -10.1% | -0.6% | -9.5% | -10.0% |
| 3M | -6.8% | -16.3% | +9.5% | -3.9% |
| 6M | +2.0% | -33.4% | +35.4% | +9.2% |
| YTD | +19.2% | -20.7% | +39.9% | +21.8% |
| 1Y | +16.7% | +12.9% | +3.8% | +10.8% |
| 3Y | +194.3% | +75.7% | +118.6% | +146.2% |
| 5Y | +103.0% | -6.8% | +109.8% | +83.5% |
| All | +103.0% | -9.6% | +112.7% | +83.5% |
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