+30.8%
JEPI vs ACWI
+77.6%
-46.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | -0.6% | -0.2% | -0.4% | -0.5% |
| 3M | +4.8% | +4.7% | +0.1% | +1.9% |
| 6M | +2.1% | +14.5% | -12.4% | -6.3% |
| YTD | +4.8% | +14.6% | -9.8% | -4.0% |
| 1Y | +8.4% | +21.4% | -13.0% | -4.5% |
| 3Y | +30.8% | +77.6% | -46.8% | -10.3% |
| All | +30.8% | +77.6% | -46.8% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling