+301.7%
JCI vs ACGL
+332.3%
-30.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | -10.1% | +13.1% | -23.3% | -15.2% |
| 3M | -6.8% | +9.8% | -16.6% | -11.1% |
| 6M | +2.0% | +15.3% | -13.3% | -5.7% |
| YTD | +19.2% | +12.7% | +6.5% | +10.8% |
| 1Y | +16.7% | +20.7% | -4.0% | +5.1% |
| 3Y | +194.3% | +34.3% | +160.0% | +143.8% |
| 5Y | +103.0% | +170.6% | -67.5% | +14.0% |
| 10Y | +301.7% | +330.6% | -28.8% | +82.3% |
| All | +301.7% | +332.3% | -30.6% | +82.3% |
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