+369.2%
JCI vs ACI
+32.8%
+336.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +3.2% | +2.3% | +0.9% | +3.1% |
| 30D | -8.6% | +1.2% | -9.8% | -8.8% |
| 3M | -7.7% | +6.8% | -14.5% | -8.3% |
| 6M | -2.6% | -18.7% | +16.2% | -1.4% |
| YTD | +17.4% | -20.2% | +37.6% | +18.7% |
| 1Y | +16.9% | -23.7% | +40.6% | +18.8% |
| 3Y | +186.7% | -31.6% | +218.4% | +193.2% |
| 5Y | +95.4% | -42.8% | +138.1% | +99.7% |
| All | +369.2% | +32.8% | +336.3% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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