+105.6%
ALB vs JEPI
+94.5%
+11.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.0% |
| 30D | -1.2% | -0.6% | -0.6% | 0.0% |
| 3M | -13.3% | +4.8% | -18.1% | -21.3% |
| 6M | -19.8% | +2.1% | -21.9% | -23.3% |
| YTD | -7.9% | +4.8% | -12.8% | -16.4% |
| 1Y | +60.2% | +8.4% | +51.7% | +36.1% |
| 3Y | -26.4% | +30.8% | -57.2% | -54.6% |
| 5Y | -42.5% | +41.0% | -83.5% | -68.3% |
| All | +105.6% | +94.5% | +11.0% | -42.2% |
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