+93.8%
JEPI vs ACWI
+154.4%
-60.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.3% | -0.6% | -0.7% | -1.0% |
| 3M | +3.3% | +4.3% | -0.9% | +0.9% |
| 6M | +1.0% | +12.7% | -11.7% | -5.9% |
| YTD | +4.2% | +13.9% | -9.7% | -3.5% |
| 1Y | +7.9% | +20.5% | -12.6% | -3.4% |
| 3Y | +30.0% | +76.5% | -46.5% | -6.3% |
| 5Y | +40.9% | +67.5% | -26.6% | +2.5% |
| All | +93.8% | +154.4% | -60.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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