+95.8%
JEPI vs ACI
+21.8%
+74.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -0.2% | -2.6% | +2.3% | 0.0% |
| 30D | -0.6% | +1.1% | -1.7% | -0.7% |
| 3M | +4.8% | -23.6% | +28.4% | +6.6% |
| 6M | +2.1% | -29.9% | +32.0% | +4.4% |
| YTD | +4.8% | -26.9% | +31.7% | +6.8% |
| 1Y | +8.4% | -34.2% | +42.7% | +11.3% |
| 3Y | +30.8% | -43.6% | +74.4% | +35.6% |
| 5Y | +41.0% | -42.4% | +83.4% | +44.6% |
| All | +95.8% | +21.8% | +74.0% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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