+7.9%
JEPI vs AS
-24.2%
+32.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -1.1% | -2.8% | +1.6% | -0.9% |
| 30D | -1.3% | -23.2% | +22.0% | +1.0% |
| 3M | +3.3% | -20.1% | +23.4% | +5.2% |
| 6M | +1.0% | -18.5% | +19.5% | +2.2% |
| YTD | +4.2% | -25.6% | +29.9% | +6.0% |
| 1Y | +7.9% | -24.4% | +32.3% | +9.3% |
| All | +7.9% | -24.2% | +32.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling