+325.3%
JCI vs ACGL
+263.8%
+61.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.0% |
| 7D | +5.1% | -2.9% | +8.1% | +6.4% |
| 30D | -3.8% | -2.8% | -1.0% | -2.7% |
| 3M | +1.9% | +6.8% | -4.9% | -1.9% |
| 6M | +11.2% | -1.5% | +12.7% | +10.6% |
| YTD | +22.9% | -0.2% | +23.2% | +21.3% |
| 1Y | +37.4% | +5.3% | +32.1% | +31.7% |
| 3Y | +167.8% | +30.3% | +137.6% | +123.7% |
| 5Y | +115.0% | +151.8% | -36.8% | +24.8% |
| 10Y | +325.3% | +266.9% | +58.5% | +103.3% |
| All | +325.3% | +263.8% | +61.5% | +103.3% |
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