+16.9%
JCI vs ACI
-23.3%
+40.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +3.2% | +2.3% | +0.9% | +3.5% |
| 30D | -8.6% | +1.2% | -9.8% | -8.4% |
| 3M | -7.7% | +6.8% | -14.5% | -7.0% |
| 6M | -2.6% | -18.7% | +16.2% | -3.3% |
| YTD | +17.4% | -20.2% | +37.6% | +16.4% |
| 1Y | +16.9% | -23.7% | +40.6% | +16.4% |
| All | +16.9% | -23.3% | +40.3% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling