+129.4%
JNJ vs ACI
+17.4%
+112.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -4.3% | -7.1% | +2.7% | -3.9% |
| 30D | +3.0% | -4.5% | +7.5% | +3.3% |
| 3M | +12.2% | -22.3% | +34.5% | +13.8% |
| 6M | +10.5% | -28.4% | +38.9% | +12.5% |
| YTD | +30.8% | -29.5% | +60.3% | +33.3% |
| 1Y | +54.9% | -34.2% | +89.2% | +58.6% |
| 3Y | +80.7% | -45.7% | +126.3% | +86.9% |
| 5Y | +83.4% | -40.8% | +124.2% | +87.9% |
| All | +129.4% | +17.4% | +112.1% | +130.8% |
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