+37.1%
JCI vs ALC
-14.0%
+51.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +4.1% | -5.3% | +9.3% | +4.7% |
| 30D | -3.8% | -7.1% | +3.2% | -3.1% |
| 3M | -1.6% | +0.8% | -2.4% | -1.9% |
| 6M | +9.5% | -16.0% | +25.5% | +13.0% |
| YTD | +21.7% | -12.7% | +34.5% | +25.0% |
| 1Y | +37.1% | -12.8% | +50.0% | +40.8% |
| All | +37.1% | -14.0% | +51.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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