+71.9%
JEPQ vs ACM
-19.8%
+91.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +1.3% | -12.9% | +14.3% | +4.2% |
| 3M | +3.8% | -6.4% | +10.2% | +4.8% |
| 6M | +12.2% | -29.2% | +41.4% | +21.3% |
| YTD | +11.6% | -29.9% | +41.5% | +20.3% |
| 1Y | +19.9% | -47.3% | +67.1% | +40.5% |
| 3Y | +71.9% | -19.6% | +91.5% | +73.8% |
| All | +71.9% | -19.8% | +91.7% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling