+76.8%
AEP vs JEPI
+29.2%
+47.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | +0.1% |
| 30D | -0.1% | -2.0% | +1.9% | +0.9% |
| 3M | -3.2% | +3.8% | -7.0% | -5.1% |
| 6M | -5.3% | +0.8% | -6.1% | -5.7% |
| YTD | +9.5% | +3.7% | +5.8% | +7.5% |
| 1Y | +17.5% | +7.1% | +10.4% | +13.4% |
| All | +76.8% | +29.2% | +47.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling