+92.8%
JEPI vs ALK
+32.1%
+60.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.0% | -3.1% | +1.1% | -1.7% |
| 30D | -2.0% | -17.1% | +15.1% | -0.1% |
| 3M | +3.8% | -3.8% | +7.6% | +3.9% |
| 6M | +0.8% | -5.3% | +6.1% | +0.6% |
| YTD | +3.7% | -20.3% | +24.0% | +5.1% |
| 1Y | +7.1% | -36.0% | +43.1% | +10.9% |
| 3Y | +29.4% | +0.8% | +28.6% | +25.2% |
| 5Y | +40.8% | -28.5% | +69.2% | +38.6% |
| All | +92.8% | +32.1% | +60.7% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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