-11.3%
ABT vs JEPI
+41.5%
-52.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 6M | -6.3% | +1.9% | -8.2% | -7.9% |
| YTD | -17.1% | +4.4% | -21.6% | -20.5% |
| 1Y | -21.4% | +7.2% | -28.6% | -26.6% |
| 3Y | +5.9% | +29.8% | -23.8% | -20.8% |
| All | -11.3% | +41.5% | -52.8% | -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 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