+67.2%
ADM vs JEPI
+39.8%
+27.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +3.0% | -2.0% | +5.0% | +4.9% |
| 30D | +8.7% | -2.0% | +10.7% | +10.6% |
| 3M | +7.6% | +3.8% | +3.8% | +3.8% |
| 6M | +26.9% | +0.8% | +26.0% | +25.5% |
| YTD | +54.3% | +3.7% | +50.6% | +48.5% |
| 1Y | +45.7% | +7.1% | +38.5% | +35.9% |
| 3Y | +21.9% | +29.4% | -7.5% | -7.2% |
| 5Y | +67.2% | +40.8% | +26.4% | +16.9% |
| All | +67.2% | +39.8% | +27.3% | +16.9% |
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