+93.8%
JEPI vs AEE
+82.7%
+11.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +3.3% | -0.9% | +4.3% | +3.4% |
| 6M | +1.0% | -2.4% | +3.4% | +1.4% |
| YTD | +4.2% | +8.6% | -4.4% | +1.5% |
| 1Y | +7.9% | +10.2% | -2.2% | +4.6% |
| 3Y | +30.0% | +47.8% | -17.8% | +15.3% |
| 5Y | +40.9% | +40.1% | +0.8% | +26.6% |
| All | +93.8% | +82.7% | +11.1% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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