+94.9%
JEPI vs ALM
+2,035.1%
-1,940.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.8% |
| 7D | -0.2% | +8.4% | -8.6% | -0.4% |
| 30D | -0.6% | +34.8% | -35.4% | -1.1% |
| 3M | +4.8% | +16.2% | -11.4% | +4.4% |
| 6M | +2.1% | +2.1% | 0.0% | +1.7% |
| YTD | +4.8% | +117.0% | -112.2% | +3.1% |
| 1Y | +8.4% | +313.9% | -305.4% | +5.4% |
| 3Y | +30.8% | +2,327.9% | -2,297.1% | +23.3% |
| 5Y | +41.0% | +1,040.6% | -999.7% | +33.5% |
| All | +94.9% | +2,035.1% | -1,940.2% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling