+70.3%
JEPQ vs ACI
-44.0%
+114.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.9% |
| 7D | -0.2% | -3.7% | +3.6% | -0.2% |
| 30D | +0.8% | +0.6% | +0.2% | +0.8% |
| 3M | +4.0% | -20.3% | +24.3% | +3.8% |
| 6M | +10.4% | -24.7% | +35.0% | +10.0% |
| YTD | +11.4% | -27.2% | +38.7% | +11.0% |
| 1Y | +18.9% | -32.7% | +51.6% | +18.8% |
| 3Y | +70.3% | -43.9% | +114.2% | +73.1% |
| All | +70.3% | -44.0% | +114.3% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling