+288.2%
JCI vs ALLE
+217.2%
+71.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -5.9% | +0.1% | -5.9% | -5.9% |
| 30D | -10.4% | +25.9% | -36.3% | -21.5% |
| 3M | -6.1% | +14.9% | -21.0% | -13.7% |
| 6M | +1.7% | +42.1% | -40.4% | -17.6% |
| YTD | +18.9% | +20.4% | -1.5% | +4.8% |
| 1Y | +16.1% | +14.9% | +1.3% | +5.0% |
| 3Y | +187.8% | +90.1% | +97.7% | +89.5% |
| 5Y | +103.2% | +53.0% | +50.2% | +49.1% |
| 10Y | +288.2% | +208.8% | +79.4% | +105.8% |
| All | +288.2% | +217.2% | +71.0% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling