+301.7%
JCI vs ALLE
+233.6%
+68.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | -10.1% | +26.6% | -36.7% | -21.5% |
| 3M | -6.8% | +13.2% | -20.0% | -13.6% |
| 6M | +2.0% | +42.9% | -40.9% | -17.7% |
| YTD | +19.2% | +21.0% | -1.9% | +4.7% |
| 1Y | +16.7% | +15.2% | +1.6% | +5.4% |
| 3Y | +194.3% | +95.6% | +98.7% | +90.5% |
| 5Y | +103.0% | +53.4% | +49.6% | +48.7% |
| 10Y | +301.7% | +221.5% | +80.3% | +109.5% |
| All | +301.7% | +233.6% | +68.1% | +109.5% |
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 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