+302.6%
JCI vs ACGL
+322.9%
-20.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +8.4% | -1.2% | +9.6% | +8.9% |
| 30D | -8.9% | +12.8% | -21.7% | -13.9% |
| 3M | -6.4% | +12.3% | -18.7% | -11.6% |
| 6M | +1.6% | +15.8% | -14.2% | -6.2% |
| YTD | +20.1% | +13.9% | +6.2% | +11.2% |
| 1Y | +17.2% | +19.0% | -1.8% | +6.3% |
| 3Y | +190.7% | +33.7% | +157.1% | +141.6% |
| 5Y | +99.9% | +173.4% | -73.5% | +11.7% |
| All | +302.6% | +322.9% | -20.3% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling