+1,684.7%
JCI vs ACGL
+4,853.1%
-3,168.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.6% |
| 7D | -9.4% | +0.9% | -10.3% | -9.8% |
| 30D | -13.4% | +13.7% | -27.1% | -17.0% |
| 3M | -12.4% | +8.0% | -20.4% | -14.8% |
| 6M | -5.1% | +13.3% | -18.4% | -9.6% |
| YTD | +13.7% | +11.8% | +1.9% | +8.5% |
| 1Y | +11.4% | +22.2% | -10.8% | +3.3% |
| 3Y | +175.9% | +32.5% | +143.4% | +145.5% |
| 5Y | +98.4% | +160.2% | -61.8% | +41.8% |
| 10Y | +311.2% | +338.5% | -27.4% | +149.5% |
| All | +1,684.7% | +4,853.1% | -3,168.3% | +591.8% |
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 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