+45.5%
JEPI vs ALK
-28.7%
+74.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | +2.8% | +7.8% | -5.0% | +1.6% |
| 3M | +2.6% | -15.2% | +17.8% | +4.6% |
| 6M | +8.4% | +5.0% | +3.3% | +6.6% |
| YTD | +8.6% | -18.4% | +27.1% | +9.9% |
| 1Y | +10.4% | -2.4% | +12.8% | +8.5% |
| 3Y | +37.1% | +19.8% | +17.3% | +25.7% |
| 5Y | +45.5% | -27.8% | +73.3% | +43.8% |
| All | +45.5% | -28.7% | +74.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling