+1,314.2%
AAOI vs JEPI
+41.5%
+1,272.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.2% |
| 7D | -0.2% | -1.0% | +0.8% | +2.4% |
| 30D | -23.7% | -1.4% | -22.3% | -21.2% |
| 3M | -39.0% | +3.5% | -42.6% | -44.7% |
| 6M | -17.0% | +1.9% | -19.0% | -21.7% |
| YTD | +202.2% | +4.4% | +197.8% | +168.6% |
| 1Y | +292.4% | +7.2% | +285.2% | +232.0% |
| 3Y | +804.4% | +29.8% | +774.6% | +496.7% |
| All | +1,314.2% | +41.5% | +1,272.7% | +741.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling