+66.8%
AON vs JEPI
+92.4%
-25.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -5.9% | -2.0% | -3.8% | -3.7% |
| 30D | -13.7% | -2.0% | -11.6% | -11.7% |
| 3M | -8.3% | +3.8% | -12.1% | -11.7% |
| 6M | -3.6% | +0.8% | -4.5% | -4.5% |
| YTD | -12.4% | +3.7% | -16.1% | -15.8% |
| 1Y | -14.6% | +7.1% | -21.8% | -20.9% |
| 3Y | -5.7% | +29.4% | -35.1% | -31.0% |
| 5Y | +9.1% | +40.8% | -31.6% | -27.7% |
| All | +66.8% | +92.4% | -25.6% | -27.8% |
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