+99.1%
AEP vs JEPI
+93.8%
+5.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.1% |
| 30D | -1.1% | -1.4% | +0.4% | +0.1% |
| 3M | -3.3% | +3.5% | -6.8% | -6.0% |
| 6M | -4.6% | +1.9% | -6.6% | -6.2% |
| YTD | +9.4% | +4.4% | +5.0% | +5.4% |
| 1Y | +16.9% | +7.2% | +9.7% | +10.2% |
| 3Y | +76.6% | +29.8% | +46.9% | +37.2% |
| 5Y | +66.2% | +41.7% | +24.5% | +17.4% |
| All | +99.1% | +93.8% | +5.3% | -3.4% |
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 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