+90.5%
JEPQ vs ACI
-39.8%
+130.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +2.0% | +5.9% | -3.9% | +1.6% |
| 3M | +2.0% | -19.8% | +21.8% | +3.4% |
| 6M | +10.4% | -24.7% | +35.1% | +12.4% |
| YTD | +11.6% | -24.4% | +36.0% | +13.3% |
| 1Y | +20.7% | -31.5% | +52.2% | +24.2% |
| 3Y | +70.8% | -38.7% | +109.5% | +78.1% |
| All | +90.5% | -39.8% | +130.3% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling