+94.9%
JEPI vs AME
+191.9%
-97.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | +2.8% | -3.0% | -1.1% |
| 30D | -0.6% | -6.3% | +5.7% | +1.4% |
| 3M | +4.8% | +5.4% | -0.6% | +2.7% |
| 6M | +2.1% | +7.4% | -5.3% | -0.8% |
| YTD | +4.8% | +16.2% | -11.3% | -1.0% |
| 1Y | +8.4% | +26.8% | -18.4% | -0.8% |
| 3Y | +30.8% | +57.5% | -26.7% | +9.1% |
| 5Y | +41.0% | +84.8% | -43.9% | +9.0% |
| All | +94.9% | +191.9% | -97.0% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling