+5.7%
AKAM vs JEPI
+93.8%
-88.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.2% |
| 7D | +1.5% | -1.0% | +2.5% | +2.7% |
| 30D | -13.0% | -1.4% | -11.6% | -11.5% |
| 3M | -19.4% | +3.5% | -22.9% | -22.9% |
| 6M | +0.3% | +1.9% | -1.6% | -2.4% |
| YTD | +22.4% | +4.4% | +18.0% | +15.3% |
| 1Y | +34.8% | +7.2% | +27.6% | +23.0% |
| 3Y | +1.9% | +29.8% | -27.8% | -25.1% |
| 5Y | -4.6% | +41.7% | -46.3% | -36.8% |
| All | +5.7% | +93.8% | -88.0% | -48.3% |
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