+386.7%
JCI vs ACI
+25.9%
+360.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | +0.2% | +3.7% | +3.8% |
| 30D | -5.7% | +5.9% | -11.6% | -6.1% |
| 3M | -1.4% | -19.8% | +18.4% | 0.0% |
| 6M | +4.1% | -24.7% | +28.9% | +6.0% |
| YTD | +21.7% | -24.4% | +46.1% | +23.8% |
| 1Y | +36.1% | -31.5% | +67.6% | +39.6% |
| 3Y | +154.4% | -38.7% | +193.1% | +162.9% |
| 5Y | +112.0% | -42.8% | +154.8% | +117.2% |
| All | +386.7% | +25.9% | +360.8% | +400.9% |
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 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