+255.3%
AEM vs JEPI
+93.8%
+161.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.3% |
| 30D | +8.4% | -1.4% | +9.9% | +9.9% |
| 3M | +27.3% | +3.5% | +23.7% | +23.6% |
| 6M | -9.7% | +1.9% | -11.6% | -10.9% |
| YTD | +19.0% | +4.4% | +14.5% | +15.2% |
| 1Y | +31.5% | +7.2% | +24.3% | +24.7% |
| 3Y | +338.7% | +29.8% | +308.9% | +251.8% |
| 5Y | +307.4% | +41.7% | +265.7% | +200.8% |
| All | +255.3% | +93.8% | +161.6% | +89.0% |
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