+90.2%
JEPQ vs ACM
-6.2%
+96.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.7% |
| 7D | +1.1% | -3.7% | +4.7% | +2.1% |
| 30D | +1.3% | -12.7% | +14.0% | +4.9% |
| 3M | +4.7% | -9.8% | +14.5% | +7.0% |
| 6M | +10.6% | -31.4% | +42.0% | +23.1% |
| YTD | +11.4% | -32.1% | +43.5% | +23.5% |
| 1Y | +19.4% | -47.8% | +67.2% | +45.0% |
| 3Y | +71.7% | -22.1% | +93.8% | +73.0% |
| All | +90.2% | -6.2% | +96.4% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling