+101.3%
JEPI vs ALLY
+183.8%
-82.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.9% | -2.1% | +5.1% | +3.2% |
| 30D | +2.6% | +2.0% | +0.6% | +2.3% |
| 3M | +2.2% | -13.3% | +15.6% | +4.2% |
| 6M | +7.6% | -9.9% | +17.5% | +8.9% |
| YTD | +8.3% | -13.5% | +21.8% | +10.0% |
| 1Y | +9.7% | -2.8% | +12.5% | +9.6% |
| 3Y | +36.7% | +63.4% | -26.7% | +26.0% |
| 5Y | +44.4% | -10.9% | +55.3% | +39.8% |
| All | +101.3% | +183.8% | -82.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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