+335.7%
APA vs JEPI
+93.8%
+241.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.7% |
| 7D | +4.6% | -1.0% | +5.6% | +6.2% |
| 30D | +11.9% | -1.4% | +13.3% | +14.3% |
| 3M | +22.5% | +3.5% | +18.9% | +14.9% |
| 6M | +37.5% | +1.9% | +35.6% | +31.0% |
| YTD | +87.2% | +4.4% | +82.7% | +70.5% |
| 1Y | +101.4% | +7.2% | +94.2% | +75.1% |
| 3Y | +16.9% | +29.8% | -12.9% | -25.5% |
| 5Y | +178.4% | +41.7% | +136.7% | +55.4% |
| All | +335.7% | +93.8% | +241.9% | +10.3% |
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 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