+147.1%
AMAT vs JEPI
+44.0%
+103.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | +11.4% | +2.7% | +8.6% | +5.8% |
| 30D | -17.0% | +2.5% | -19.6% | -20.4% |
| 3M | -30.6% | +1.9% | -32.6% | -32.8% |
| 6M | -14.9% | +7.7% | -22.7% | -26.6% |
| YTD | +44.7% | +8.2% | +36.5% | +24.8% |
| 1Y | +66.9% | +10.4% | +56.5% | +38.2% |
| 3Y | +153.3% | +36.5% | +116.8% | +38.5% |
| All | +147.1% | +44.0% | +103.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling