+106.3%
AMZN vs JEPI
+93.4%
+12.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.8% |
| 7D | -1.0% | -1.1% | +0.1% | +0.9% |
| 30D | -9.2% | -1.3% | -8.0% | -7.2% |
| 3M | +3.4% | +3.3% | 0.0% | -2.0% |
| 6M | +18.2% | +1.0% | +17.2% | +16.5% |
| YTD | +9.3% | +4.2% | +5.1% | +2.1% |
| 1Y | +5.9% | +7.9% | -2.0% | -6.8% |
| 3Y | +82.6% | +30.0% | +52.6% | +17.6% |
| 5Y | +44.9% | +40.9% | +4.0% | -16.3% |
| All | +106.3% | +93.4% | +12.9% | -25.1% |
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