+96.1%
JEPI vs ALLE
+81.6%
+14.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.1% | -6.8% | +6.9% | +1.7% |
| 3M | +4.8% | +21.0% | -16.3% | 0.0% |
| 6M | +1.0% | +1.1% | -0.1% | +0.3% |
| YTD | +5.5% | -0.5% | +6.0% | +4.9% |
| 1Y | +9.2% | -7.3% | +16.5% | +10.3% |
| 3Y | +31.2% | +42.3% | -11.1% | +18.4% |
| 5Y | +41.4% | +13.5% | +27.9% | +30.1% |
| All | +96.1% | +81.6% | +14.6% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling