+290.3%
AXP vs JEPI
+101.5%
+188.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.7% |
| 7D | -2.9% | -0.1% | -2.7% | -2.8% |
| 30D | +3.7% | +2.8% | +0.9% | -1.2% |
| 3M | -4.9% | +2.6% | -7.5% | -9.1% |
| 6M | +4.1% | +8.4% | -4.3% | -9.3% |
| YTD | -11.7% | +8.6% | -20.3% | -23.4% |
| 1Y | -11.7% | +10.4% | -22.1% | -25.4% |
| 3Y | +116.5% | +37.1% | +79.4% | +30.0% |
| 5Y | +89.5% | +45.5% | +44.0% | +4.9% |
| All | +290.3% | +101.5% | +188.8% | +14.0% |
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