+92.8%
JEPI vs AGI
+354.0%
-261.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -2.0% | -5.3% | +3.2% | -1.7% |
| 30D | -2.0% | +6.8% | -8.8% | -2.5% |
| 3M | +3.8% | +8.3% | -4.5% | +3.1% |
| 6M | +0.8% | -29.2% | +30.1% | +2.5% |
| YTD | +3.7% | -7.3% | +11.0% | +3.4% |
| 1Y | +7.1% | +8.0% | -0.9% | +5.5% |
| 3Y | +29.4% | +206.6% | -177.2% | +17.9% |
| 5Y | +40.8% | +398.1% | -357.4% | +23.4% |
| All | +92.8% | +354.0% | -261.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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