+115.0%
JCI vs ACI
-44.9%
+160.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.3% |
| 7D | +5.1% | -2.6% | +7.7% | +5.4% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +1.9% | -23.6% | +25.5% | +4.4% |
| 6M | +11.2% | -29.9% | +41.1% | +15.0% |
| YTD | +22.9% | -26.9% | +49.8% | +26.2% |
| 1Y | +37.4% | -34.2% | +71.6% | +43.0% |
| 3Y | +167.8% | -43.6% | +211.5% | +183.8% |
| 5Y | +115.0% | -42.4% | +157.4% | +119.9% |
| All | +115.0% | -44.9% | +160.0% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling