+94.2%
JEPI vs ALLY
+211.3%
-117.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -3.8% | +2.8% | -0.5% |
| 30D | -1.4% | -4.9% | +3.5% | -0.8% |
| 3M | +3.5% | -2.6% | +6.1% | +3.8% |
| 6M | +1.9% | +15.7% | -13.8% | -0.3% |
| YTD | +4.4% | -5.2% | +9.6% | +4.8% |
| 1Y | +7.2% | +2.8% | +4.4% | +6.2% |
| 3Y | +29.8% | +63.4% | -33.7% | +19.5% |
| 5Y | +41.7% | -2.6% | +44.3% | +35.6% |
| All | +94.2% | +211.3% | -117.1% | +71.7% |
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