+92.8%
JEPI vs AFL
+282.7%
-189.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.0% | -3.3% | +1.2% | -1.2% |
| 30D | -2.0% | -5.0% | +3.0% | -0.8% |
| 3M | +3.8% | -1.8% | +5.5% | +4.1% |
| 6M | +0.8% | +4.8% | -4.0% | -0.6% |
| YTD | +3.7% | +5.4% | -1.7% | +2.0% |
| 1Y | +7.1% | +9.0% | -1.9% | +4.3% |
| 3Y | +29.4% | +63.0% | -33.6% | +13.2% |
| 5Y | +40.8% | +134.5% | -93.8% | +12.4% |
| All | +92.8% | +282.7% | -189.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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