+197.6%
JCI vs ALLE
+93.1%
+104.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | -6.9% | +27.4% | -34.3% | -14.9% |
| 3M | -6.3% | +13.8% | -20.1% | -10.5% |
| 6M | +2.6% | +45.5% | -42.9% | -11.9% |
| YTD | +21.8% | +21.4% | +0.4% | +12.1% |
| 1Y | +19.6% | +15.4% | +4.3% | +12.7% |
| All | +197.6% | +93.1% | +104.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling