-15.7%
AWK vs JEPI
+39.8%
-55.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | -0.7% | -2.0% | +1.3% | +1.0% |
| 30D | +2.8% | -2.0% | +4.8% | +4.6% |
| 3M | +11.3% | +3.8% | +7.5% | +7.9% |
| 6M | +6.7% | +0.8% | +5.9% | +5.9% |
| YTD | +9.4% | +3.7% | +5.7% | +5.7% |
| 1Y | +3.7% | +7.1% | -3.4% | -2.7% |
| 3Y | +9.2% | +29.4% | -20.2% | -18.2% |
| 5Y | -15.7% | +40.8% | -56.5% | -43.1% |
| All | -15.7% | +39.8% | -55.5% | -43.1% |
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 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