+287.7%
AXP vs JEPI
+94.2%
+193.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.6% | -2.0% | +2.6% | +3.9% |
| 30D | +5.8% | 0.0% | +5.9% | +5.8% |
| 3M | -6.0% | -0.8% | -5.2% | -4.8% |
| 6M | +0.3% | +3.2% | -2.9% | -5.0% |
| YTD | -12.3% | +4.7% | -16.9% | -18.9% |
| 1Y | -11.2% | +8.0% | -19.2% | -22.2% |
| 3Y | +117.0% | +32.3% | +84.7% | +38.6% |
| 5Y | +93.2% | +40.5% | +52.7% | +13.5% |
| All | +287.7% | +94.2% | +193.5% | +20.6% |
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