-37.1%
ACN vs JEPQ
+94.0%
-131.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | +2.1% | +0.8% | +1.3% | +1.5% |
| 3M | +11.1% | +4.0% | +7.1% | +6.6% |
| 6M | -6.8% | +10.4% | -17.2% | -15.5% |
| YTD | -30.0% | +11.4% | -41.5% | -37.1% |
| 1Y | -23.1% | +18.9% | -42.0% | -35.0% |
| 3Y | -40.4% | +70.3% | -110.7% | -66.0% |
| All | -37.1% | +94.0% | -131.1% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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