+40.8%
JEPI vs BAH
+1.2%
+39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -1.0% |
| 7D | -2.0% | +2.4% | -4.5% | -2.3% |
| 30D | -2.0% | -2.9% | +0.9% | -1.8% |
| 3M | +3.8% | -1.3% | +5.1% | +3.7% |
| 6M | +0.8% | -0.9% | +1.7% | +0.5% |
| YTD | +3.7% | -8.2% | +12.0% | +3.9% |
| 1Y | +7.1% | -24.0% | +31.1% | +9.7% |
| 3Y | +29.4% | -28.1% | +57.5% | +28.4% |
| 5Y | +40.8% | +2.5% | +38.2% | +28.5% |
| All | +40.8% | +1.2% | +39.5% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling