+259.3%
AEM vs JEPI
+93.4%
+165.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.9% |
| 7D | +3.0% | -1.1% | +4.1% | +4.1% |
| 30D | +12.5% | -1.3% | +13.8% | +13.8% |
| 3M | +26.9% | +3.3% | +23.6% | +23.5% |
| 6M | -9.4% | +1.0% | -10.4% | -10.0% |
| YTD | +20.3% | +4.2% | +16.0% | +16.6% |
| 1Y | +33.8% | +7.9% | +25.9% | +26.2% |
| 3Y | +349.8% | +30.0% | +319.8% | +260.0% |
| 5Y | +301.0% | +40.9% | +260.1% | +197.8% |
| All | +259.3% | +93.4% | +165.8% | +91.4% |
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