+114.4%
JCI vs AGI
+400.3%
-285.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +0.7% | -2.7% | +3.5% | +1.0% |
| 30D | -4.4% | +7.2% | -11.7% | -5.3% |
| 3M | +1.7% | +4.3% | -2.6% | +0.7% |
| 6M | +8.8% | -27.1% | +35.9% | +12.0% |
| YTD | +22.6% | -6.6% | +29.2% | +22.0% |
| 1Y | +36.2% | +9.5% | +26.7% | +32.4% |
| 3Y | +168.0% | +208.4% | -40.4% | +122.3% |
| All | +114.4% | +400.3% | -285.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling