+27.7%
JCI vs ACGL
+28.7%
-1.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -8.9% | -5.4% |
| 7D | -10.7% | +8.0% | -18.7% | -8.5% |
| 30D | -10.4% | +17.3% | -27.7% | -6.4% |
| 3M | -8.3% | +11.2% | -19.5% | -5.0% |
| 6M | -2.1% | +18.2% | -20.3% | +2.2% |
| YTD | +18.4% | +15.4% | +3.0% | +23.5% |
| 1Y | +27.7% | +26.5% | +1.1% | +30.6% |
| All | +27.7% | +28.7% | -1.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling