+92.8%
JEPI vs ALLE
+74.8%
+18.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.0% | -2.8% | +0.7% | -1.4% |
| 30D | -2.0% | -10.2% | +8.2% | +0.3% |
| 3M | +3.8% | +17.4% | -13.6% | -0.3% |
| 6M | +0.8% | +3.3% | -2.5% | -0.4% |
| YTD | +3.7% | -4.2% | +8.0% | +4.0% |
| 1Y | +7.1% | -10.5% | +17.7% | +9.1% |
| 3Y | +29.4% | +45.4% | -16.0% | +16.1% |
| 5Y | +40.8% | +11.9% | +28.8% | +30.1% |
| All | +92.8% | +74.8% | +18.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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