+94.9%
JEPI vs BAH
+9.7%
+85.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.2% | -4.3% | +4.1% | +0.3% |
| 30D | -0.6% | -4.5% | +3.9% | -0.1% |
| 3M | +4.8% | -7.6% | +12.4% | +5.5% |
| 6M | +2.1% | -10.6% | +12.7% | +3.0% |
| YTD | +4.8% | -12.6% | +17.4% | +5.6% |
| 1Y | +8.4% | -27.0% | +35.4% | +11.7% |
| 3Y | +30.8% | -31.5% | +62.3% | +31.5% |
| 5Y | +41.0% | -3.8% | +44.8% | +31.2% |
| All | +94.9% | +9.7% | +85.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling