+88.7%
JEPQ vs ACM
-7.9%
+96.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.7% | -5.9% | +5.2% | +1.0% |
| 30D | +0.6% | -6.2% | +6.8% | +2.0% |
| 3M | +5.8% | -7.9% | +13.7% | +7.3% |
| 6M | +9.7% | -30.6% | +40.3% | +21.4% |
| YTD | +10.5% | -33.3% | +43.8% | +23.1% |
| 1Y | +18.4% | -49.2% | +67.6% | +45.1% |
| 3Y | +70.3% | -23.5% | +93.8% | +72.4% |
| All | +88.7% | -7.9% | +96.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling