-44.8%
ACHR vs JEPI
+64.9%
-109.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.3% |
| 7D | -2.7% | -1.1% | -1.5% | 0.0% |
| 30D | -12.1% | -1.3% | -10.9% | -9.3% |
| 3M | +3.4% | +3.3% | 0.0% | -4.3% |
| 6M | -15.6% | +1.0% | -16.6% | -17.6% |
| YTD | -26.9% | +4.2% | -31.1% | -33.3% |
| 1Y | -34.8% | +7.9% | -42.7% | -44.6% |
| 3Y | -19.2% | +30.0% | -49.3% | -49.5% |
| 5Y | -43.8% | +40.9% | -84.7% | -68.5% |
| All | -44.8% | +64.9% | -109.7% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling