+94.2%
JEPI vs AJG
+187.3%
-93.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -1.0% | -8.3% | +7.3% | +1.1% |
| 30D | -1.4% | -5.7% | +4.3% | -0.1% |
| 3M | +3.5% | +9.1% | -5.5% | +0.8% |
| 6M | +1.9% | +15.2% | -13.3% | -2.4% |
| YTD | +4.4% | -6.3% | +10.7% | +5.5% |
| 1Y | +7.2% | -19.1% | +26.3% | +12.9% |
| 3Y | +29.8% | +8.2% | +21.5% | +22.4% |
| 5Y | +41.7% | +75.6% | -33.9% | +12.6% |
| All | +94.2% | +187.3% | -93.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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