+1.6%
ACN vs JEPI
+92.4%
-90.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.9% |
| 7D | -7.9% | -2.0% | -5.8% | -4.9% |
| 30D | -1.1% | -2.0% | +1.0% | +2.1% |
| 3M | +5.6% | +3.8% | +1.8% | 0.0% |
| 6M | -9.9% | +0.8% | -10.8% | -11.2% |
| YTD | -32.3% | +3.7% | -36.0% | -35.9% |
| 1Y | -25.3% | +7.1% | -32.4% | -32.6% |
| 3Y | -42.3% | +29.4% | -71.7% | -61.6% |
| 5Y | -43.5% | +40.8% | -84.2% | -66.5% |
| All | +1.6% | +92.4% | -90.9% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling