+94.2%
JEPI vs ALM
+1,629.8%
-1,535.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.8% |
| 7D | -1.0% | -11.8% | +10.8% | -0.8% |
| 30D | -1.4% | +7.8% | -9.2% | -1.6% |
| 3M | +3.5% | -9.3% | +12.8% | +3.5% |
| 6M | +1.9% | -30.5% | +32.4% | +2.1% |
| YTD | +4.4% | +75.8% | -71.4% | +3.0% |
| 1Y | +7.2% | +241.2% | -234.0% | +4.5% |
| 3Y | +29.8% | +1,872.6% | -1,842.9% | +22.8% |
| 5Y | +41.7% | +849.6% | -807.9% | +34.6% |
| All | +94.2% | +1,629.8% | -1,535.6% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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