+98.8%
JCI vs ALC
-11.2%
+110.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 7D | -9.4% | +4.9% | -14.3% | -10.9% |
| 30D | -13.4% | +19.0% | -32.4% | -18.5% |
| 3M | -12.4% | +7.8% | -20.2% | -15.0% |
| 6M | -5.1% | +14.6% | -19.7% | -10.5% |
| YTD | +13.7% | -4.4% | +18.2% | +14.2% |
| 1Y | +11.4% | +1.4% | +10.0% | +9.1% |
| 3Y | +175.9% | +2.5% | +173.4% | +160.8% |
| All | +98.8% | -11.2% | +110.0% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling