-1.2%
AGG vs JEPI
+92.4%
-93.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -1.0% | -2.0% | +1.1% | -0.7% |
| 3M | -1.3% | +3.8% | -5.1% | -1.7% |
| 6M | -2.1% | +0.8% | -2.9% | -2.2% |
| YTD | -1.2% | +3.7% | -4.9% | -1.6% |
| 1Y | -0.5% | +7.1% | -7.6% | -1.2% |
| 3Y | +12.4% | +29.4% | -17.0% | +9.0% |
| 5Y | -2.4% | +40.8% | -43.2% | -6.4% |
| All | -1.2% | +92.4% | -93.6% | -6.5% |
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