+90.4%
JEPQ vs ACGL
+117.1%
-26.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +1.4% | -2.9% | +4.4% | +1.8% |
| 30D | +1.3% | -2.8% | +4.1% | +1.7% |
| 3M | +3.8% | +6.8% | -3.0% | +2.5% |
| 6M | +12.2% | -1.5% | +13.7% | +12.1% |
| YTD | +11.6% | -0.2% | +11.8% | +11.0% |
| 1Y | +19.9% | +5.3% | +14.6% | +17.9% |
| 3Y | +71.9% | +30.3% | +41.6% | +58.3% |
| All | +90.4% | +117.1% | -26.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling