+316.6%
APA vs JEPI
+95.7%
+220.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | +0.5% | -0.3% | +0.9% | +1.1% |
| 30D | +23.4% | +0.1% | +23.3% | +23.0% |
| 3M | +12.7% | +4.8% | +7.9% | +3.6% |
| 6M | +39.4% | +1.0% | +38.4% | +35.1% |
| YTD | +79.0% | +5.5% | +73.5% | +60.5% |
| 1Y | +88.8% | +9.2% | +79.6% | +59.1% |
| 3Y | +6.4% | +31.2% | -24.8% | -33.4% |
| 5Y | +153.0% | +41.4% | +111.6% | +42.1% |
| All | +316.6% | +95.7% | +220.9% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling