+90.4%
JEPQ vs ACWI
+88.1%
+2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | +1.4% | +1.1% | +0.4% | +0.4% |
| 30D | +1.3% | -0.2% | +1.5% | +1.5% |
| 3M | +3.8% | +4.7% | -0.8% | -0.5% |
| 6M | +12.2% | +14.5% | -2.3% | -1.5% |
| YTD | +11.6% | +14.6% | -3.1% | -2.2% |
| 1Y | +19.9% | +21.4% | -1.6% | -0.6% |
| 3Y | +71.9% | +77.6% | -5.7% | -0.3% |
| All | +90.4% | +88.1% | +2.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling