-46.6%
JD vs ACI
+32.8%
-79.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -4.1% | +2.3% | -6.4% | -4.2% |
| 30D | +4.6% | +1.2% | +3.4% | +4.5% |
| 3M | -4.7% | +6.8% | -11.5% | -5.0% |
| 6M | -17.4% | -18.7% | +1.4% | -16.9% |
| YTD | +0.7% | -20.2% | +20.9% | +1.2% |
| 1Y | -5.9% | -23.7% | +17.8% | -5.3% |
| 3Y | +18.9% | -31.6% | +50.5% | +19.9% |
| 5Y | -62.9% | -42.8% | -20.2% | -62.8% |
| All | -46.6% | +32.8% | -79.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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