+375.2%
JCI vs ACI
+34.0%
+341.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.4% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -10.4% | +9.5% | -19.9% | -11.0% |
| 3M | -6.1% | +10.1% | -16.2% | -6.9% |
| 6M | +1.7% | -15.4% | +17.1% | +2.6% |
| YTD | +18.9% | -19.5% | +38.4% | +20.2% |
| 1Y | +16.1% | -21.0% | +37.1% | +17.6% |
| 3Y | +187.8% | -31.2% | +219.0% | +194.2% |
| 5Y | +103.2% | -40.6% | +143.8% | +107.5% |
| All | +375.2% | +34.0% | +341.2% | +386.3% |
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