+92.8%
JEPI vs ACGL
+281.2%
-188.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.0% | -3.6% | +1.6% | -1.4% |
| 30D | -2.0% | -2.1% | +0.1% | -1.6% |
| 3M | +3.8% | +5.4% | -1.6% | +2.6% |
| 6M | +0.8% | 0.0% | +0.8% | +0.6% |
| YTD | +3.7% | +0.3% | +3.4% | +3.3% |
| 1Y | +7.1% | +6.2% | +0.9% | +5.4% |
| 3Y | +29.4% | +30.9% | -1.6% | +21.0% |
| 5Y | +40.8% | +159.8% | -119.1% | +14.2% |
| All | +92.8% | +281.2% | -188.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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