+297.4%
AEM vs JEPI
+40.5%
+256.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | -5.0% | -2.0% | -3.0% | -3.4% |
| 30D | +8.5% | -2.0% | +10.5% | +10.4% |
| 3M | +29.3% | +3.8% | +25.5% | +25.5% |
| 6M | -12.9% | +0.8% | -13.8% | -13.3% |
| YTD | +16.8% | +3.7% | +13.1% | +14.0% |
| 1Y | +29.8% | +7.1% | +22.7% | +23.7% |
| 3Y | +336.7% | +29.4% | +307.3% | +257.1% |
| All | +297.4% | +40.5% | +256.9% | +204.2% |
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