+7.2%
JEPI vs ACM
-48.8%
+56.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.0% | -4.6% | +3.6% | -0.7% |
| 30D | -1.4% | +4.1% | -5.5% | -1.7% |
| 3M | +3.5% | -8.3% | +11.9% | +3.9% |
| 6M | +1.9% | -30.1% | +32.0% | +4.3% |
| YTD | +4.4% | -32.6% | +37.0% | +7.0% |
| 1Y | +7.2% | -49.6% | +56.8% | +12.0% |
| All | +7.2% | -48.8% | +56.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling