+166.8%
JCI vs ALC
-13.4%
+180.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | -5.7% | -0.1% | -5.6% | -5.7% |
| 3M | -1.4% | +5.9% | -7.3% | -3.2% |
| 6M | +4.1% | -15.9% | +20.1% | +9.2% |
| YTD | +21.7% | -10.1% | +31.9% | +24.9% |
| 1Y | +36.1% | -10.2% | +46.4% | +39.3% |
| All | +166.8% | -13.4% | +180.2% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling