+94.2%
JEPI vs ACM
+87.3%
+6.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.0% | -4.6% | +3.6% | -0.1% |
| 30D | -1.4% | +4.1% | -5.5% | -2.3% |
| 3M | +3.5% | -8.3% | +11.9% | +4.8% |
| 6M | +1.9% | -30.1% | +32.0% | +8.8% |
| YTD | +4.4% | -32.6% | +37.0% | +11.9% |
| 1Y | +7.2% | -49.6% | +56.8% | +22.2% |
| 3Y | +29.8% | -23.0% | +52.8% | +32.8% |
| 5Y | +41.7% | +2.0% | +39.8% | +36.7% |
| All | +94.2% | +87.3% | +6.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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