+325.3%
JCI vs ACM
+128.0%
+197.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.8% | -12.9% | +9.1% | +1.6% |
| 3M | +1.9% | -6.4% | +8.3% | +3.4% |
| 6M | +11.2% | -29.2% | +40.4% | +28.4% |
| YTD | +22.9% | -29.9% | +52.9% | +41.2% |
| 1Y | +37.4% | -47.3% | +84.6% | +80.6% |
| 3Y | +167.8% | -19.6% | +187.4% | +183.3% |
| 5Y | +115.0% | +5.5% | +109.5% | +98.6% |
| 10Y | +325.3% | +129.7% | +195.6% | +185.0% |
| All | +325.3% | +128.0% | +197.4% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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