+40.9%
JEPI vs ALLY
-1.1%
+42.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -1.3% | -4.5% | +3.2% | -0.6% |
| 3M | +3.3% | -2.8% | +6.2% | +3.7% |
| 6M | +1.0% | +10.3% | -9.3% | -0.8% |
| YTD | +4.2% | -5.7% | +9.9% | +4.7% |
| 1Y | +7.9% | +3.9% | +4.0% | +6.6% |
| 3Y | +30.0% | +64.7% | -34.7% | +17.6% |
| 5Y | +40.9% | -2.6% | +43.5% | +35.5% |
| All | +40.9% | -1.1% | +42.0% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling