+94.2%
JEPI vs BAH
+15.5%
+78.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.0% | +4.3% | -5.3% | -1.5% |
| 30D | -1.4% | -2.5% | +1.0% | -1.2% |
| 3M | +3.5% | -0.9% | +4.5% | +3.4% |
| 6M | +1.9% | +1.5% | +0.5% | +1.3% |
| YTD | +4.4% | -8.0% | +12.4% | +4.6% |
| 1Y | +7.2% | -24.7% | +31.9% | +10.1% |
| 3Y | +29.8% | -28.4% | +58.2% | +29.9% |
| 5Y | +41.7% | +2.8% | +38.9% | +30.7% |
| All | +94.2% | +15.5% | +78.7% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling