+94.2%
JEPI vs AME
+197.0%
-102.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | -1.4% | -6.4% | +5.0% | +0.6% |
| 3M | +3.5% | +7.1% | -3.5% | +1.0% |
| 6M | +1.9% | +8.2% | -6.2% | -1.2% |
| YTD | +4.4% | +18.2% | -13.7% | -1.9% |
| 1Y | +7.2% | +26.7% | -19.6% | -1.9% |
| 3Y | +29.8% | +60.7% | -30.9% | +7.5% |
| 5Y | +41.7% | +91.6% | -49.8% | +8.5% |
| All | +94.2% | +197.0% | -102.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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