+108.8%
JCI vs AON
+9.0%
+99.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | +0.4% | -5.9% | +6.3% | +2.1% |
| 30D | -7.7% | -13.7% | +5.9% | -4.1% |
| 3M | +2.8% | -8.3% | +11.0% | +4.3% |
| 6M | +7.2% | -3.6% | +10.9% | +6.4% |
| YTD | +20.0% | -12.4% | +32.3% | +22.9% |
| 1Y | +33.3% | -14.6% | +47.9% | +37.8% |
| 3Y | +161.3% | -5.7% | +167.0% | +156.1% |
| 5Y | +108.8% | +9.1% | +99.6% | +80.6% |
| All | +108.8% | +9.0% | +99.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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