-55.4%
APP vs JEPI
+10.9%
-66.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +7.9% |
| 7D | +4.5% | +1.5% | +3.1% | +2.3% |
| 30D | -3.6% | +3.6% | -7.2% | -8.2% |
| 3M | -35.3% | +2.3% | -37.6% | -37.4% |
| 6M | -42.8% | +5.6% | -48.4% | -46.8% |
| YTD | -59.7% | +7.5% | -67.1% | -62.2% |
| 1Y | -55.4% | +10.6% | -66.0% | -59.0% |
| All | -55.4% | +10.9% | -66.3% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling