+50.6%
AA vs JEPI
+7.8%
+42.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.1% |
| 7D | -3.4% | -1.0% | -2.4% | -2.0% |
| 30D | -5.8% | -1.4% | -4.4% | -3.8% |
| 3M | -29.9% | +3.5% | -33.5% | -33.7% |
| 6M | -27.0% | +1.9% | -28.9% | -29.1% |
| YTD | -8.7% | +4.4% | -13.1% | -17.3% |
| 1Y | +50.6% | +7.2% | +43.4% | +30.0% |
| All | +50.6% | +7.8% | +42.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling