+804.4%
AAOI vs JEPI
+30.1%
+774.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | -0.6% |
| 7D | -0.2% | -1.0% | +0.8% | +3.6% |
| 30D | -23.7% | -1.4% | -22.3% | -20.0% |
| 3M | -39.0% | +3.5% | -42.6% | -47.4% |
| 6M | -17.0% | +1.9% | -19.0% | -24.3% |
| YTD | +202.2% | +4.4% | +197.8% | +149.8% |
| 1Y | +292.4% | +7.2% | +285.2% | +198.6% |
| 3Y | +804.4% | +29.8% | +774.6% | +299.6% |
| All | +804.4% | +30.1% | +774.3% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling