+239.8%
APO vs JEPI
+94.5%
+145.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.6% |
| 30D | +3.9% | -0.6% | +4.5% | +5.2% |
| 3M | +3.8% | +4.8% | -1.0% | -5.1% |
| 6M | +22.3% | +2.1% | +20.2% | +17.3% |
| YTD | -7.8% | +4.8% | -12.6% | -16.0% |
| 1Y | -0.3% | +8.4% | -8.8% | -15.0% |
| 3Y | +57.1% | +30.8% | +26.3% | -2.7% |
| 5Y | +137.0% | +41.0% | +96.0% | +31.0% |
| All | +239.8% | +94.5% | +145.2% | -7.1% |
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