+27.7%
JCI vs AU
+42.5%
-14.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.0% | -14.2% | -7.3% |
| 7D | -10.7% | +0.8% | -11.4% | -10.8% |
| 30D | -10.4% | -7.0% | -3.5% | -9.6% |
| 3M | -8.3% | +8.5% | -16.8% | -10.0% |
| 6M | -2.1% | -1.3% | -0.9% | -3.3% |
| YTD | +18.4% | +6.8% | +11.6% | +14.8% |
| 1Y | +27.7% | +44.6% | -17.0% | +13.3% |
| All | +27.7% | +42.5% | -14.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling