+36.1%
JCI vs ALLE
-5.8%
+42.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +3.8% | -0.2% | +4.1% | +3.9% |
| 30D | -5.7% | -6.8% | +1.1% | -3.9% |
| 3M | -1.4% | +21.0% | -22.4% | -6.9% |
| 6M | +4.1% | +1.1% | +3.0% | +3.3% |
| YTD | +21.7% | -0.5% | +22.3% | +19.3% |
| 1Y | +36.1% | -7.3% | +43.4% | +36.5% |
| All | +36.1% | -5.8% | +42.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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