+99.9%
JCI vs ALLE
+52.7%
+47.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +8.4% | +1.6% | +6.9% | +7.6% |
| 30D | -8.9% | +24.1% | -33.0% | -18.9% |
| 3M | -6.4% | +14.8% | -21.3% | -13.4% |
| 6M | +1.6% | +45.9% | -44.2% | -18.1% |
| YTD | +20.1% | +20.7% | -0.7% | +6.6% |
| 1Y | +17.2% | +14.2% | +3.0% | +7.4% |
| 3Y | +190.7% | +90.7% | +100.1% | +87.3% |
| 5Y | +99.9% | +50.6% | +49.3% | +46.4% |
| All | +99.9% | +52.7% | +47.1% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling