+41.0%
JEPI vs AVAV
+44.7%
-3.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.8% |
| 7D | -0.2% | +3.2% | -3.4% | -0.4% |
| 30D | -0.6% | -20.3% | +19.7% | +0.6% |
| 3M | +4.8% | -19.4% | +24.2% | +5.6% |
| 6M | +2.1% | -35.3% | +37.4% | +3.8% |
| YTD | +4.8% | -38.5% | +43.3% | +6.3% |
| 1Y | +8.4% | -37.2% | +45.6% | +9.3% |
| 3Y | +30.8% | +31.1% | -0.3% | +22.1% |
| 5Y | +41.0% | +41.0% | -0.1% | +27.7% |
| All | +41.0% | +44.7% | -3.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling