-56.9%
ACHR vs JEPI
+10.9%
-67.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -4.4% |
| 7D | -5.1% | +1.5% | -6.5% | -8.5% |
| 30D | -12.7% | +3.6% | -16.3% | -20.2% |
| 3M | -22.4% | +2.3% | -24.7% | -26.6% |
| 6M | -28.6% | +5.6% | -34.2% | -37.9% |
| YTD | -45.2% | +7.5% | -52.7% | -55.9% |
| 1Y | -56.9% | +10.6% | -67.5% | -70.4% |
| All | -56.9% | +10.9% | -67.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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