+95.0%
JCI vs ACGL
+173.3%
-78.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +3.2% | +2.2% | +1.0% | +2.6% |
| 30D | -8.6% | +12.3% | -20.9% | -11.8% |
| 3M | -7.7% | +11.8% | -19.6% | -11.0% |
| 6M | -2.6% | +17.5% | -20.0% | -8.1% |
| YTD | +17.4% | +14.3% | +3.1% | +11.3% |
| 1Y | +16.9% | +18.2% | -1.2% | +9.5% |
| 3Y | +186.7% | +33.2% | +153.6% | +149.9% |
| All | +95.0% | +173.3% | -78.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling