+35.0%
JEPI vs ALLE
+92.8%
-57.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.6% | +25.9% | -24.4% | -2.8% |
| 3M | +1.3% | +14.9% | -13.6% | -1.3% |
| 6M | +6.5% | +42.1% | -35.6% | -0.9% |
| YTD | +6.9% | +20.4% | -13.4% | +2.7% |
| 1Y | +9.4% | +14.9% | -5.4% | +6.2% |
| 3Y | +35.0% | +90.1% | -55.1% | +20.6% |
| All | +35.0% | +92.8% | -57.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling