+40.8%
JEPI vs ALM
+856.4%
-815.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | -0.3% |
| 7D | -2.0% | -7.1% | +5.1% | -1.9% |
| 30D | -2.0% | +24.7% | -26.7% | -2.5% |
| 3M | +3.8% | +8.3% | -4.5% | +3.4% |
| 6M | +0.8% | -22.2% | +23.0% | +0.8% |
| YTD | +3.7% | +88.1% | -84.4% | +1.7% |
| 1Y | +7.1% | +272.4% | -265.2% | +3.3% |
| 3Y | +29.4% | +2,004.1% | -1,974.7% | +18.9% |
| 5Y | +40.8% | +915.8% | -875.0% | +30.5% |
| All | +40.8% | +856.4% | -815.7% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling