+83.0%
AA vs JEPI
+29.8%
+53.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.8% |
| 7D | -0.6% | -1.1% | +0.5% | +1.7% |
| 30D | -1.6% | -1.3% | -0.3% | +1.0% |
| 3M | -29.8% | +3.3% | -33.2% | -34.5% |
| 6M | -16.6% | +1.0% | -17.6% | -18.6% |
| YTD | -4.0% | +4.2% | -8.3% | -12.8% |
| 1Y | +63.5% | +7.9% | +55.6% | +38.1% |
| All | +83.0% | +29.8% | +53.2% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling