+90.5%
JEPQ vs ACGL
+122.5%
-32.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +2.0% | -1.0% | +3.0% | +2.1% |
| 3M | +2.0% | +11.0% | -9.1% | +0.1% |
| 6M | +10.4% | -0.3% | +10.7% | +10.2% |
| YTD | +11.6% | +2.3% | +9.3% | +10.7% |
| 1Y | +20.7% | +6.4% | +14.3% | +18.7% |
| 3Y | +70.8% | +34.0% | +36.9% | +56.7% |
| All | +90.5% | +122.5% | -32.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling