+162.1%
JCI vs AFL
+62.4%
+99.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | -7.7% | -5.0% | -2.7% | -6.5% |
| 3M | +2.8% | -1.8% | +4.5% | +2.9% |
| 6M | +7.2% | +4.8% | +2.4% | +4.9% |
| YTD | +20.0% | +5.4% | +14.5% | +17.0% |
| 1Y | +33.3% | +9.0% | +24.3% | +28.4% |
| All | +162.1% | +62.4% | +99.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling