+94.9%
JEPI vs AVTR
-10.1%
+105.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -0.2% | +7.4% | -7.6% | -1.0% |
| 30D | -0.6% | +12.2% | -12.8% | -1.9% |
| 3M | +4.8% | +57.4% | -52.6% | -0.8% |
| 6M | +2.1% | +86.7% | -84.6% | -5.5% |
| YTD | +4.8% | +33.1% | -28.2% | +0.8% |
| 1Y | +8.4% | +16.1% | -7.7% | +5.1% |
| 3Y | +30.8% | -24.6% | +55.4% | +31.6% |
| 5Y | +41.0% | -63.5% | +104.5% | +52.8% |
| All | +94.9% | -10.1% | +105.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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