+13.7%
JEPI vs ADVB
-97.4%
+111.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.1% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | +1.6% | -60.3% | +61.8% | +2.0% |
| 3M | +1.3% | -73.3% | +74.6% | +1.9% |
| 6M | +6.5% | -65.9% | +72.4% | +6.2% |
| YTD | +6.9% | -63.9% | +70.8% | +6.2% |
| 1Y | +9.4% | -74.1% | +83.6% | +9.5% |
| All | +13.7% | -97.4% | +111.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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