+60.8%
JEPI vs ALHC
-61.4%
+122.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | -0.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | +2.5% | -10.6% | +13.1% | +2.9% |
| 3M | +1.9% | -45.3% | +47.3% | +3.8% |
| 6M | +7.7% | -59.7% | +67.5% | +10.4% |
| YTD | +8.2% | -62.7% | +70.9% | +10.9% |
| 1Y | +10.4% | -56.1% | +66.5% | +12.5% |
| 3Y | +36.5% | +21.3% | +15.3% | +31.4% |
| 5Y | +44.2% | -66.0% | +110.2% | +40.3% |
| All | +60.8% | -61.4% | +122.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling