+2.7%
AA vs JEPI
+39.8%
-37.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -3.8% |
| 7D | -5.4% | -2.0% | -3.3% | -1.2% |
| 30D | -10.7% | -2.0% | -8.7% | -6.9% |
| 3M | -26.2% | +3.8% | -30.0% | -31.8% |
| 6M | -20.9% | +0.8% | -21.8% | -22.6% |
| YTD | -8.6% | +3.7% | -12.4% | -16.0% |
| 1Y | +57.4% | +7.1% | +50.3% | +35.6% |
| 3Y | +77.8% | +29.4% | +48.4% | +5.0% |
| 5Y | +2.7% | +40.8% | -38.1% | -46.9% |
| All | +2.7% | +39.8% | -37.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling