+257.6%
ALAB vs JEPI
+24.7%
+232.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.3% |
| 7D | +16.3% | +2.7% | +13.6% | +9.8% |
| 30D | -26.1% | +2.5% | -28.7% | -28.9% |
| 3M | -31.3% | +1.9% | -33.2% | -33.0% |
| 6M | -1.0% | +7.7% | -8.7% | -14.9% |
| YTD | +33.3% | +8.2% | +25.2% | +13.7% |
| 1Y | +53.5% | +10.4% | +43.2% | +25.2% |
| All | +257.6% | +24.7% | +232.9% | +118.8% |
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 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