+48.8%
AAOI vs JEPI
+7.1%
+41.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.3% | -17.6% | -12.3% |
| 7D | -40.8% | -2.7% | -38.1% | -35.0% |
| 30D | -64.0% | -0.3% | -63.7% | -62.5% |
| 3M | -63.5% | -1.3% | -62.2% | -61.3% |
| 6M | -74.0% | +2.5% | -76.5% | -74.8% |
| YTD | +34.5% | +4.0% | +30.6% | +25.2% |
| 1Y | +48.8% | +6.8% | +42.0% | +23.7% |
| All | +48.8% | +7.1% | +41.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling