+23.5%
ALAB vs JEPI
+7.0%
+16.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.5% |
| 7D | +0.6% | -2.0% | +2.6% | +3.9% |
| 30D | -8.8% | -2.0% | -6.8% | -6.0% |
| 3M | -14.0% | +3.8% | -17.8% | -20.2% |
| 6M | +144.3% | +0.8% | +143.4% | +134.6% |
| YTD | +71.0% | +3.7% | +67.3% | +60.0% |
| 1Y | +23.5% | +7.1% | +16.4% | +16.6% |
| All | +23.5% | +7.0% | +16.5% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling