+340.5%
JCI vs AGI
+392.3%
-51.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +0.7% | -2.7% | +3.5% | +0.9% |
| 30D | -4.4% | +7.2% | -11.7% | -4.9% |
| 3M | +1.7% | +4.3% | -2.6% | +1.2% |
| 6M | +8.8% | -27.1% | +35.9% | +10.4% |
| YTD | +22.6% | -6.6% | +29.2% | +22.4% |
| 1Y | +36.2% | +9.5% | +26.7% | +34.6% |
| 3Y | +168.0% | +208.4% | -40.4% | +149.2% |
| 5Y | +113.5% | +401.6% | -288.2% | +93.5% |
| All | +340.5% | +392.3% | -51.9% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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