+109.9%
AMZN vs JEPI
+93.8%
+16.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +0.8% |
| 7D | -0.7% | -1.0% | +0.3% | +1.0% |
| 30D | -3.9% | -1.4% | -2.5% | -1.5% |
| 3M | +6.3% | +3.5% | +2.8% | +0.4% |
| 6M | +20.8% | +1.9% | +18.8% | +17.2% |
| YTD | +11.2% | +4.4% | +6.8% | +3.5% |
| 1Y | +11.7% | +7.2% | +4.5% | -0.6% |
| 3Y | +79.4% | +29.8% | +49.7% | +16.0% |
| 5Y | +48.0% | +41.7% | +6.3% | -15.2% |
| All | +109.9% | +93.8% | +16.1% | -24.0% |
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