+41.8%
JEPI vs AME
+89.9%
-48.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | -1.4% | -6.4% | +5.0% | +0.7% |
| 3M | +3.5% | +7.1% | -3.5% | +0.8% |
| 6M | +1.9% | +8.2% | -6.2% | -1.4% |
| YTD | +4.4% | +18.2% | -13.7% | -2.3% |
| 1Y | +7.2% | +26.7% | -19.6% | -2.5% |
| 3Y | +29.8% | +60.7% | -30.9% | +5.3% |
| All | +41.8% | +89.9% | -48.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling