+96.1%
JEPI vs AVAV
+123.8%
-27.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | +0.1% | -13.9% | +14.1% | +0.8% |
| 3M | +4.8% | -29.2% | +34.0% | +6.3% |
| 6M | +1.0% | -36.1% | +37.1% | +2.7% |
| YTD | +5.5% | -40.2% | +45.7% | +7.1% |
| 1Y | +9.2% | -36.2% | +45.4% | +10.0% |
| 3Y | +31.2% | +47.5% | -16.4% | +22.5% |
| 5Y | +41.4% | +39.3% | +2.1% | +30.4% |
| All | +96.1% | +123.8% | -27.7% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling