+101.9%
JEPI vs ALLE
+121.6%
-19.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +2.8% | +27.4% | -24.5% | -2.6% |
| 3M | +2.6% | +13.8% | -11.2% | -0.4% |
| 6M | +8.4% | +45.5% | -37.1% | -0.9% |
| YTD | +8.6% | +21.4% | -12.8% | +3.3% |
| 1Y | +10.4% | +15.4% | -5.0% | +6.2% |
| 3Y | +37.1% | +91.7% | -54.6% | +15.6% |
| 5Y | +45.5% | +54.5% | -9.0% | +25.7% |
| All | +101.9% | +121.6% | -19.7% | +63.3% |
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