+386.6%
JCI vs ACI
+18.9%
+367.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | +4.1% | -5.0% | +9.1% | +4.5% |
| 30D | -3.8% | -2.3% | -1.5% | -3.7% |
| 3M | -1.6% | -23.2% | +21.5% | +0.1% |
| 6M | +9.5% | -29.5% | +39.0% | +12.1% |
| YTD | +21.7% | -28.6% | +50.3% | +24.3% |
| 1Y | +37.1% | -34.0% | +71.2% | +41.0% |
| 3Y | +165.2% | -45.0% | +210.1% | +176.5% |
| 5Y | +110.3% | -44.0% | +154.3% | +116.3% |
| All | +386.6% | +18.9% | +367.7% | +403.0% |
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