+193.4%
JCI vs ACGL
+33.3%
+160.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.4% | -1.2% | +9.6% | +8.5% |
| 30D | -8.9% | +12.8% | -21.7% | -10.0% |
| 3M | -6.4% | +12.3% | -18.7% | -7.6% |
| 6M | +1.6% | +15.8% | -14.2% | -0.5% |
| YTD | +20.1% | +13.9% | +6.2% | +17.8% |
| 1Y | +17.2% | +19.0% | -1.8% | +13.9% |
| All | +193.4% | +33.3% | +160.0% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling