+16.9%
JCI vs AG
+7.9%
+9.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -2.0% |
| 7D | +3.2% | -10.0% | +13.1% | +4.3% |
| 30D | -8.6% | -10.5% | +1.9% | -7.5% |
| 3M | -7.7% | -27.3% | +19.5% | -5.1% |
| 6M | -2.6% | -43.0% | +40.4% | +1.6% |
| YTD | +17.4% | -17.9% | +35.3% | +20.6% |
| 1Y | +16.9% | +11.9% | +5.0% | +14.7% |
| All | +16.9% | +7.9% | +9.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling