+94.2%
JEPI vs EIX
+33.8%
+60.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -1.4% | -19.3% | +17.9% | +1.4% |
| 3M | +3.5% | -21.7% | +25.2% | +7.0% |
| 6M | +1.9% | -19.8% | +21.8% | +4.7% |
| YTD | +4.4% | -3.0% | +7.5% | +3.0% |
| 1Y | +7.2% | +5.1% | +2.1% | +3.8% |
| 3Y | +29.8% | -7.0% | +36.7% | +26.7% |
| 5Y | +41.7% | +22.0% | +19.7% | +30.1% |
| All | +94.2% | +33.8% | +60.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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