+113.1%
ADI vs JEPI
+29.2%
+83.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | 0.0% |
| 7D | +1.3% | -2.0% | +3.4% | +5.9% |
| 30D | -6.0% | -2.0% | -3.9% | -1.8% |
| 3M | -7.7% | +3.8% | -11.5% | -15.2% |
| 6M | +14.0% | +0.8% | +13.1% | +11.9% |
| YTD | +34.4% | +3.7% | +30.7% | +24.2% |
| 1Y | +48.0% | +7.1% | +40.8% | +27.9% |
| All | +113.1% | +29.2% | +83.9% | +36.7% |
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 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