+30.5%
AAL vs JEPI
+94.5%
-64.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | +0.1% |
| 30D | -19.0% | -0.6% | -18.4% | -18.0% |
| 3M | -5.1% | +4.8% | -9.9% | -12.8% |
| 6M | +15.5% | +2.1% | +13.4% | +11.9% |
| YTD | -15.8% | +4.8% | -20.6% | -22.2% |
| 1Y | -0.3% | +8.4% | -8.8% | -13.3% |
| 3Y | -7.7% | +30.8% | -38.4% | -40.9% |
| 5Y | -32.5% | +41.0% | -73.5% | -61.2% |
| All | +30.5% | +94.5% | -64.0% | -52.4% |
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