+1,810.4%
JCI vs ACGL
+4,429.2%
-2,618.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +3.8% | -0.7% | +4.6% | +4.1% |
| 30D | -5.7% | -1.0% | -4.7% | -5.4% |
| 3M | -1.4% | +11.0% | -12.4% | -5.0% |
| 6M | +4.1% | -0.3% | +4.5% | +3.5% |
| YTD | +21.7% | +2.3% | +19.5% | +19.9% |
| 1Y | +36.1% | +6.4% | +29.8% | +32.1% |
| 3Y | +154.4% | +34.0% | +120.5% | +126.0% |
| 5Y | +112.0% | +161.6% | -49.6% | +51.9% |
| 10Y | +322.2% | +278.6% | +43.6% | +168.2% |
| All | +1,810.4% | +4,429.2% | -2,618.9% | +664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling