+2,307.7%
JCI vs AA
+295.2%
+2,012.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | -5.7% | +5.0% | -10.7% | -7.3% |
| 3M | -1.4% | -35.8% | +34.4% | +10.3% |
| 6M | +4.1% | -18.4% | +22.5% | +7.8% |
| YTD | +21.7% | -5.5% | +27.2% | +19.8% |
| 1Y | +36.1% | +61.0% | -24.8% | +13.9% |
| 3Y | +154.4% | +66.2% | +88.2% | +98.2% |
| 5Y | +112.0% | +11.4% | +100.6% | +67.2% |
| 10Y | +322.2% | +116.9% | +205.4% | +120.0% |
| All | +2,307.7% | +295.2% | +2,012.6% | +635.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling