+41.0%
JEPI vs ALLE
+17.0%
+24.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -0.6% | -7.6% | +7.0% | +1.3% |
| 3M | +4.8% | +22.8% | -18.0% | -0.8% |
| 6M | +2.1% | +4.6% | -2.5% | +0.5% |
| YTD | +4.8% | -1.2% | +6.1% | +4.4% |
| 1Y | +8.4% | -9.1% | +17.6% | +10.3% |
| 3Y | +30.8% | +50.0% | -19.2% | +14.5% |
| 5Y | +41.0% | +15.2% | +25.7% | +31.0% |
| All | +41.0% | +17.0% | +24.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling