+443.0%
JCI vs ALLE
+260.9%
+182.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +3.8% | -0.2% | +4.1% | +3.9% |
| 30D | -5.7% | -6.8% | +1.1% | -2.2% |
| 3M | -1.4% | +21.0% | -22.4% | -11.6% |
| 6M | +4.1% | +1.1% | +3.0% | +2.5% |
| YTD | +21.7% | -0.5% | +22.3% | +20.1% |
| 1Y | +36.1% | -7.3% | +43.4% | +39.1% |
| 3Y | +154.4% | +42.3% | +112.2% | +101.9% |
| 5Y | +112.0% | +13.5% | +98.6% | +86.4% |
| 10Y | +322.2% | +144.0% | +178.2% | +154.7% |
| All | +443.0% | +260.9% | +182.1% | +183.3% |
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