+94.2%
JEPI vs AU
+370.6%
-276.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | -1.4% | +7.3% | -8.7% | -1.8% |
| 3M | +3.5% | +26.3% | -22.8% | +2.2% |
| 6M | +1.9% | +1.8% | +0.2% | +1.4% |
| YTD | +4.4% | +26.8% | -22.4% | +2.6% |
| 1Y | +7.2% | +66.7% | -59.5% | +3.7% |
| 3Y | +29.8% | +579.1% | -549.3% | +15.5% |
| 5Y | +41.7% | +689.3% | -647.6% | +23.6% |
| All | +94.2% | +370.6% | -276.5% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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