+94.9%
JEPI vs ATI
+2,557.9%
-2,463.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -0.2% | +3.2% | -3.4% | -0.5% |
| 30D | -0.6% | -9.0% | +8.4% | +0.3% |
| 3M | +4.8% | +15.1% | -10.3% | +3.1% |
| 6M | +2.1% | +38.1% | -36.0% | -1.6% |
| YTD | +4.8% | +80.7% | -75.8% | -1.7% |
| 1Y | +8.4% | +167.5% | -159.1% | -2.5% |
| 3Y | +30.8% | +366.0% | -335.2% | +9.5% |
| 5Y | +41.0% | +1,088.8% | -1,047.8% | +9.3% |
| All | +94.9% | +2,557.9% | -2,463.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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