+138.3%
ADI vs JEPI
+41.5%
+96.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +3.5% |
| 7D | +4.6% | -1.0% | +5.6% | +6.6% |
| 30D | -1.2% | -1.4% | +0.3% | +1.5% |
| 3M | -7.8% | +3.5% | -11.4% | -13.9% |
| 6M | +19.3% | +1.9% | +17.4% | +15.2% |
| YTD | +40.9% | +4.4% | +36.5% | +30.2% |
| 1Y | +54.5% | +7.2% | +47.3% | +36.4% |
| 3Y | +123.4% | +29.8% | +93.7% | +45.9% |
| All | +138.3% | +41.5% | +96.8% | +39.3% |
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