+26.7%
ABT vs JEPI
+93.8%
-67.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.1% |
| 7D | -5.9% | -1.0% | -4.9% | -4.9% |
| 30D | -8.1% | -1.4% | -6.7% | -6.7% |
| 3M | +14.5% | +3.5% | +11.0% | +10.6% |
| 6M | -6.3% | +1.9% | -8.2% | -8.0% |
| YTD | -17.1% | +4.4% | -21.6% | -20.7% |
| 1Y | -21.4% | +7.2% | -28.6% | -26.8% |
| 3Y | +5.9% | +29.8% | -23.8% | -21.4% |
| 5Y | -12.8% | +41.7% | -54.5% | -41.6% |
| All | +26.7% | +93.8% | -67.1% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling