+29.5%
JEPI vs ACM
-22.3%
+51.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | -1.1% | -3.7% | +2.5% | -0.6% |
| 30D | -1.3% | -12.7% | +11.4% | +0.8% |
| 3M | +3.3% | -9.8% | +13.1% | +4.7% |
| 6M | +1.0% | -31.4% | +32.4% | +7.7% |
| YTD | +4.2% | -32.1% | +36.3% | +10.8% |
| 1Y | +7.9% | -47.8% | +55.7% | +21.7% |
| All | +29.5% | -22.3% | +51.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling