+129.2%
APO vs JEPI
+41.5%
+87.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.5% |
| 7D | -3.5% | -1.0% | -2.5% | -1.5% |
| 30D | -6.6% | -1.4% | -5.1% | -3.8% |
| 3M | -3.3% | +3.5% | -6.8% | -9.7% |
| 6M | +22.6% | +1.9% | +20.7% | +17.8% |
| YTD | -9.8% | +4.4% | -14.2% | -17.4% |
| 1Y | -3.9% | +7.2% | -11.1% | -16.5% |
| 3Y | +52.5% | +29.8% | +22.7% | -5.6% |
| All | +129.2% | +41.5% | +87.7% | +22.4% |
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