+187.8%
JCI vs AME
+63.2%
+124.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.9% | -4.1% | -1.7% | -2.7% |
| 30D | -10.4% | -4.1% | -6.2% | -7.2% |
| 3M | -6.1% | -5.6% | -0.5% | -1.6% |
| 6M | +1.7% | +2.8% | -1.1% | +0.6% |
| YTD | +18.9% | +16.6% | +2.3% | +8.3% |
| 1Y | +16.1% | +21.1% | -5.0% | +3.3% |
| 3Y | +187.8% | +61.1% | +126.7% | +119.3% |
| All | +187.8% | +63.2% | +124.6% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling