-8.8%
AAL vs JEPI
+29.2%
-38.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.5% |
| 7D | -0.9% | -2.0% | +1.1% | +3.9% |
| 30D | -16.0% | -2.0% | -13.9% | -11.9% |
| 3M | -4.2% | +3.8% | -8.0% | -11.5% |
| 6M | +15.7% | +0.8% | +14.8% | +14.4% |
| YTD | -16.2% | +3.7% | -19.9% | -21.8% |
| 1Y | +0.2% | +7.1% | -6.9% | -12.7% |
| All | -8.8% | +29.2% | -38.0% | -45.6% |
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