+376.4%
JCI vs ACI
+31.1%
+345.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.8% | +4.7% |
| 7D | -3.4% | -5.9% | +2.5% | -3.1% |
| 30D | -10.1% | +7.2% | -17.4% | -10.7% |
| 3M | -6.8% | +8.8% | -15.6% | -7.5% |
| 6M | +2.0% | -17.2% | +19.2% | +3.0% |
| YTD | +19.2% | -21.3% | +40.4% | +20.7% |
| 1Y | +16.7% | -23.7% | +40.5% | +18.6% |
| 3Y | +194.3% | -32.8% | +227.2% | +201.3% |
| 5Y | +103.0% | -41.4% | +144.4% | +107.5% |
| All | +376.4% | +31.1% | +345.3% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling