+88.7%
JEPQ vs ACI
-43.9%
+132.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.7% | -7.1% | +6.4% | -0.2% |
| 30D | +0.6% | -4.5% | +5.0% | +0.8% |
| 3M | +5.8% | -22.3% | +28.1% | +7.4% |
| 6M | +9.7% | -28.4% | +38.1% | +11.9% |
| YTD | +10.5% | -29.5% | +40.0% | +12.7% |
| 1Y | +18.4% | -34.2% | +52.6% | +21.8% |
| 3Y | +70.3% | -45.7% | +116.0% | +80.9% |
| All | +88.7% | -43.9% | +132.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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