+54.7%
JEPI vs BBAI
-70.8%
+125.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | -0.6% | -10.7% | +10.1% | -0.5% |
| 3M | +4.8% | -32.3% | +37.0% | +5.1% |
| 6M | +2.1% | -31.3% | +33.4% | +2.3% |
| YTD | +4.8% | -45.9% | +50.8% | +5.2% |
| 1Y | +8.4% | -40.0% | +48.5% | +8.6% |
| 3Y | +30.8% | +72.8% | -42.0% | +29.6% |
| 5Y | +41.0% | -70.4% | +111.3% | +39.6% |
| All | +54.7% | -70.8% | +125.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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