+94.2%
JEPI vs AZO
+158.7%
-64.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -3.6% | +2.6% | -0.3% |
| 30D | -1.4% | -5.6% | +4.1% | -0.4% |
| 3M | +3.5% | -6.6% | +10.2% | +4.6% |
| 6M | +1.9% | -22.5% | +24.4% | +6.6% |
| YTD | +4.4% | -15.2% | +19.6% | +7.0% |
| 1Y | +7.2% | -33.9% | +41.1% | +15.5% |
| 3Y | +29.8% | +11.8% | +18.0% | +23.5% |
| 5Y | +41.7% | +85.5% | -43.8% | +19.4% |
| All | +94.2% | +158.7% | -64.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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