+7.7%
JEPI vs AVAV
-29.4%
+37.1%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +2.7% | +4.2% | -1.5% | +2.6% |
| 30D | +2.5% | -2.6% | +5.1% | +2.5% |
| 3M | +1.9% | -38.0% | +39.9% | +2.8% |
| 6M | +7.7% | -27.0% | +34.7% | +8.0% |
| All | +7.7% | -29.4% | +37.1% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling