+75.3%
ALNY vs JEPI
+93.8%
-18.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.4% |
| 7D | -6.5% | -1.0% | -5.6% | -5.4% |
| 30D | +11.0% | -1.4% | +12.5% | +13.1% |
| 3M | -14.1% | +3.5% | -17.6% | -17.7% |
| 6M | -22.4% | +1.9% | -24.3% | -24.1% |
| YTD | -37.5% | +4.4% | -41.9% | -40.6% |
| 1Y | -46.9% | +7.2% | -54.1% | -51.3% |
| 3Y | +22.1% | +29.8% | -7.7% | -10.3% |
| 5Y | +31.2% | +41.7% | -10.5% | -12.9% |
| All | +75.3% | +93.8% | -18.5% | -19.9% |
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