+94.9%
JEPI vs ACM
+94.7%
+0.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -0.6% | -12.9% | +12.3% | +1.9% |
| 3M | +4.8% | -6.4% | +11.2% | +5.7% |
| 6M | +2.1% | -29.2% | +31.3% | +8.8% |
| YTD | +4.8% | -29.9% | +34.8% | +11.5% |
| 1Y | +8.4% | -47.3% | +55.7% | +22.5% |
| 3Y | +30.8% | -19.6% | +50.4% | +32.7% |
| 5Y | +41.0% | +5.5% | +35.5% | +35.1% |
| All | +94.9% | +94.7% | +0.2% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling