+94.2%
JEPI vs AVAV
+127.0%
-32.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -1.4% | -24.3% | +22.9% | 0.0% |
| 3M | +3.5% | -20.1% | +23.7% | +4.4% |
| 6M | +1.9% | -29.4% | +31.3% | +3.1% |
| YTD | +4.4% | -39.3% | +43.8% | +5.9% |
| 1Y | +7.2% | -39.3% | +46.5% | +8.3% |
| 3Y | +29.8% | +29.5% | +0.3% | +22.4% |
| 5Y | +41.7% | +56.3% | -14.6% | +30.1% |
| All | +94.2% | +127.0% | -32.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling