+115.0%
JCI vs AG
+65.4%
+49.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +5.1% | +4.5% | +0.6% | +4.7% |
| 30D | -3.8% | +12.9% | -16.7% | -5.1% |
| 3M | +1.9% | +20.9% | -19.1% | -0.4% |
| 6M | +11.2% | -19.5% | +30.7% | +12.2% |
| YTD | +22.9% | +24.8% | -1.8% | +18.4% |
| 1Y | +37.4% | +120.2% | -82.9% | +24.3% |
| 3Y | +167.8% | +279.0% | -111.2% | +120.1% |
| 5Y | +115.0% | +67.9% | +47.1% | +81.7% |
| All | +115.0% | +65.4% | +49.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling