+194.2%
ADM vs JEPI
+93.8%
+100.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | +2.5% | -1.0% | +3.5% | +3.5% |
| 30D | +9.5% | -1.4% | +10.9% | +10.9% |
| 3M | +10.6% | +3.5% | +7.1% | +6.7% |
| 6M | +24.0% | +1.9% | +22.1% | +21.3% |
| YTD | +54.0% | +4.4% | +49.5% | +46.8% |
| 1Y | +45.3% | +7.2% | +38.1% | +34.8% |
| 3Y | +21.8% | +29.8% | -8.0% | -9.2% |
| 5Y | +66.8% | +41.7% | +25.1% | +12.1% |
| All | +194.2% | +93.8% | +100.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling