+96.1%
JEPI vs ACGL
+288.7%
-192.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.1% | -1.0% | +1.1% | +0.3% |
| 3M | +4.8% | +11.0% | -6.3% | +2.5% |
| 6M | +1.0% | -0.3% | +1.3% | +0.8% |
| YTD | +5.5% | +2.3% | +3.2% | +4.7% |
| 1Y | +9.2% | +6.4% | +2.8% | +7.4% |
| 3Y | +31.2% | +34.0% | -2.8% | +22.1% |
| 5Y | +41.4% | +161.6% | -120.3% | +14.5% |
| All | +96.1% | +288.7% | -192.6% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling