+557.6%
AA vs JEPI
+94.5%
+463.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +4.8% |
| 7D | +1.7% | -0.2% | +1.9% | +2.1% |
| 30D | +3.3% | -0.6% | +3.9% | +4.5% |
| 3M | -29.4% | +4.8% | -34.2% | -36.1% |
| 6M | -12.8% | +2.1% | -14.9% | -16.9% |
| YTD | -2.1% | +4.8% | -7.0% | -12.1% |
| 1Y | +62.8% | +8.4% | +54.3% | +36.5% |
| 3Y | +90.5% | +30.8% | +59.7% | +9.9% |
| 5Y | +19.1% | +41.0% | -21.9% | -38.9% |
| All | +557.6% | +94.5% | +463.1% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling