+26.4%
JEPI vs AS
+142.2%
-115.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.1% | +1.8% |
| 7D | +0.3% | +5.8% | -5.5% | -0.2% |
| 30D | +1.4% | +15.4% | -13.9% | +0.1% |
| 3M | +1.3% | -11.9% | +13.2% | +2.3% |
| 6M | +6.3% | -9.9% | +16.3% | +7.1% |
| YTD | +6.8% | -13.1% | +19.9% | +7.5% |
| 1Y | +9.8% | +9.9% | -0.1% | +8.0% |
| All | +26.4% | +142.2% | -115.9% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling