+90.2%
JEPQ vs ACHR
+27.4%
+62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | +0.8% | -11.3% | +12.1% | +1.6% |
| 3M | +4.0% | +5.3% | -1.3% | +2.9% |
| 6M | +10.4% | -13.2% | +23.6% | +10.6% |
| YTD | +11.4% | -25.8% | +37.2% | +12.6% |
| 1Y | +18.9% | -34.3% | +53.2% | +20.5% |
| 3Y | +70.3% | -19.9% | +90.2% | +62.6% |
| All | +90.2% | +27.4% | +62.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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