+93.8%
JEPI vs AIG
+213.3%
-119.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -1.3% | -3.3% | +2.1% | -0.7% |
| 3M | +3.3% | +2.2% | +1.2% | +2.8% |
| 6M | +1.0% | -2.1% | +3.1% | +1.2% |
| YTD | +4.2% | -11.2% | +15.4% | +6.1% |
| 1Y | +7.9% | -2.1% | +10.0% | +7.7% |
| 3Y | +30.0% | +34.4% | -4.3% | +22.6% |
| 5Y | +40.9% | +53.7% | -12.8% | +29.4% |
| All | +93.8% | +213.3% | -119.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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