-39.1%
ACN vs JEPQ
+92.4%
-131.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | -7.9% | -0.7% | -7.2% | -7.5% |
| 30D | -1.1% | +0.6% | -1.6% | -1.5% |
| 3M | +5.6% | +5.8% | -0.2% | -0.4% |
| 6M | -9.9% | +9.7% | -19.6% | -18.0% |
| YTD | -32.3% | +10.5% | -42.9% | -38.8% |
| 1Y | -25.3% | +18.4% | -43.7% | -36.7% |
| 3Y | -42.3% | +70.3% | -112.6% | -67.2% |
| All | -39.1% | +92.4% | -131.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling