This may be a hard habit to break by just using an electric fence. First, make sure the entire fence is electrified. It may be that a small section is dead, and that is where he is exiting. Since you do not indicate whether the electric fence is wire or tape, we would suggest the following if you are using nylon electric fence tape. Add another strand to the fence approximately 4 feet off the ground so that you have two strands. The higher strand might prevent him from jumping out particularly if he touches or grazes it. The two strands will give the appearance of a more permanent fence. A permanent fence 5 feet high would be best, but as you indicated, that is not an option.