+407.3%
JCI vs ALLE
+327.3%
+80.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.2% |
| 7D | -9.4% | -0.6% | -8.8% | -9.2% |
| 30D | -13.4% | +25.3% | -38.7% | -23.6% |
| 3M | -12.4% | +10.3% | -22.7% | -17.5% |
| 6M | -5.1% | +38.0% | -43.2% | -21.4% |
| YTD | +13.7% | +17.8% | -4.0% | +1.8% |
| 1Y | +11.4% | +13.6% | -2.2% | +1.6% |
| 3Y | +175.9% | +89.2% | +86.7% | +86.3% |
| 5Y | +98.4% | +51.1% | +47.3% | +49.1% |
| 10Y | +311.2% | +228.1% | +83.0% | +114.0% |
| All | +407.3% | +327.3% | +80.0% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling