+110.3%
JCI vs ACM
+2.7%
+107.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.4% |
| 7D | +4.1% | -3.7% | +7.7% | +5.9% |
| 30D | -3.8% | -12.7% | +8.8% | +1.6% |
| 3M | -1.6% | -9.8% | +8.2% | +1.7% |
| 6M | +9.5% | -31.4% | +40.9% | +30.3% |
| YTD | +21.7% | -32.1% | +53.8% | +43.6% |
| 1Y | +37.1% | -47.8% | +85.0% | +87.7% |
| 3Y | +165.2% | -22.1% | +187.3% | +177.6% |
| 5Y | +110.3% | +1.8% | +108.5% | +88.8% |
| All | +110.3% | +2.7% | +107.5% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling