+2.2%
ACN vs JEPI
+94.5%
-92.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.4% |
| 30D | +1.9% | -0.6% | +2.5% | +2.9% |
| 3M | +3.9% | +4.8% | -0.9% | -3.1% |
| 6M | -15.0% | +2.1% | -17.1% | -17.8% |
| YTD | -31.9% | +4.8% | -36.7% | -36.6% |
| 1Y | -28.5% | +8.4% | -37.0% | -36.7% |
| 3Y | -41.9% | +30.8% | -72.7% | -62.0% |
| 5Y | -42.9% | +41.0% | -83.8% | -66.2% |
| All | +2.2% | +94.5% | -92.3% | -64.8% |
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