+4.1%
JCI vs AA
-24.4%
+28.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -5.7% | +5.0% | -10.7% | -6.6% |
| 3M | -1.4% | -35.8% | +34.4% | +5.9% |
| 6M | +4.1% | -18.4% | +22.5% | +7.0% |
| All | +4.1% | -24.4% | +28.6% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling