-7.2%
AON vs JEPI
+30.1%
-37.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.2% |
| 7D | -6.3% | -1.0% | -5.3% | -5.6% |
| 30D | -14.1% | -1.4% | -12.7% | -13.1% |
| 3M | -9.5% | +3.5% | -13.0% | -11.7% |
| 6M | -4.0% | +1.9% | -5.9% | -5.3% |
| YTD | -13.8% | +4.4% | -18.2% | -16.6% |
| 1Y | -18.3% | +7.2% | -25.5% | -22.5% |
| 3Y | -7.2% | +29.8% | -37.0% | -26.9% |
| All | -7.2% | +30.1% | -37.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling