-32.2%
AAL vs JEPI
+39.8%
-72.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.3% |
| 7D | -0.9% | -2.0% | +1.1% | +3.5% |
| 30D | -16.0% | -2.0% | -13.9% | -12.3% |
| 3M | -4.2% | +3.8% | -8.0% | -10.9% |
| 6M | +15.7% | +0.8% | +14.8% | +14.7% |
| YTD | -16.2% | +3.7% | -19.9% | -21.3% |
| 1Y | +0.2% | +7.1% | -6.9% | -11.6% |
| 3Y | -8.1% | +29.4% | -37.5% | -42.5% |
| 5Y | -32.2% | +40.8% | -72.9% | -63.3% |
| All | -32.2% | +39.8% | -72.0% | -63.3% |
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