+341.0%
JCI vs AME
+425.2%
-84.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +4.1% | +1.3% | +2.8% | +3.1% |
| 30D | -3.8% | -6.6% | +2.7% | +0.9% |
| 3M | -1.6% | +3.0% | -4.6% | -3.5% |
| 6M | +9.5% | +5.3% | +4.2% | +5.8% |
| YTD | +21.7% | +15.4% | +6.3% | +10.1% |
| 1Y | +37.1% | +26.8% | +10.3% | +15.6% |
| 3Y | +165.2% | +56.5% | +108.7% | +90.3% |
| 5Y | +110.3% | +85.2% | +25.0% | +34.7% |
| 10Y | +341.0% | +428.5% | -87.5% | +49.2% |
| All | +341.0% | +425.2% | -84.2% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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