+54.2%
JEPI vs ALHC
-33.0%
+87.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -2.0% | -5.8% | +3.8% | -1.8% |
| 30D | -2.0% | -3.3% | +1.3% | -1.9% |
| 3M | +3.8% | -37.9% | +41.7% | +5.3% |
| 6M | +0.8% | -29.5% | +30.3% | +1.5% |
| YTD | +3.7% | -35.4% | +39.1% | +4.6% |
| 1Y | +7.1% | -22.4% | +29.5% | +7.3% |
| 3Y | +29.4% | +146.3% | -116.9% | +21.2% |
| 5Y | +40.8% | -32.0% | +72.7% | +34.5% |
| All | +54.2% | -33.0% | +87.2% | +46.7% |
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