+302.6%
JCI vs ACM
+131.3%
+171.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.4% | +5.1% | +3.4% | +5.9% |
| 30D | -8.9% | +18.7% | -27.6% | -16.1% |
| 3M | -6.4% | +15.5% | -21.9% | -13.4% |
| 6M | +1.6% | +1.2% | +0.4% | -1.0% |
| YTD | +20.1% | -25.2% | +45.3% | +33.9% |
| 1Y | +17.2% | -46.3% | +63.5% | +54.4% |
| 3Y | +190.7% | -9.6% | +200.3% | +189.1% |
| 5Y | +99.9% | +4.4% | +95.5% | +83.8% |
| All | +302.6% | +131.3% | +171.3% | +151.4% |
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