-63.9%
ALNY vs JEPI
+7.1%
-71.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | +0.8% |
| 7D | -10.0% | -2.7% | -7.3% | -7.3% |
| 30D | -30.0% | -0.3% | -29.8% | -30.5% |
| 3M | -31.5% | -1.3% | -30.2% | -30.9% |
| 6M | -48.0% | +2.5% | -50.5% | -49.9% |
| YTD | -60.6% | +4.0% | -64.6% | -62.3% |
| 1Y | -63.9% | +6.8% | -70.8% | -65.6% |
| All | -63.9% | +7.1% | -71.0% | -65.6% |
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