+2,331.5%
JCI vs AON
+5,010.1%
-2,678.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.7% |
| 7D | +5.1% | -3.2% | +8.3% | +6.2% |
| 30D | -3.8% | -11.9% | +8.0% | -0.1% |
| 3M | +1.9% | -2.9% | +4.8% | +1.9% |
| 6M | +11.2% | -6.8% | +18.0% | +12.1% |
| YTD | +22.9% | -10.1% | +33.0% | +24.9% |
| 1Y | +37.4% | -14.2% | +51.6% | +41.4% |
| 3Y | +167.8% | -3.3% | +171.1% | +162.0% |
| 5Y | +115.0% | +13.6% | +101.4% | +98.3% |
| 10Y | +325.3% | +209.2% | +116.1% | +179.6% |
| All | +2,331.5% | +5,010.1% | -2,678.6% | +587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling