+93.7%
ALB vs JEPI
+92.4%
+1.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.0% |
| 7D | -7.6% | -2.0% | -5.6% | -3.7% |
| 30D | -5.6% | -2.0% | -3.6% | -1.7% |
| 3M | -16.8% | +3.8% | -20.6% | -23.0% |
| 6M | -26.3% | +0.8% | -27.1% | -27.8% |
| YTD | -13.2% | +3.7% | -16.9% | -19.4% |
| 1Y | +68.8% | +7.1% | +61.7% | +47.1% |
| 3Y | -30.7% | +29.4% | -60.1% | -56.2% |
| 5Y | -46.3% | +40.8% | -87.0% | -70.2% |
| All | +93.7% | +92.4% | +1.3% | -44.4% |
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