+367.9%
APP vs JEPI
+53.8%
+314.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -0.9% |
| 7D | -4.4% | -1.1% | -3.2% | -1.8% |
| 30D | -10.0% | -1.3% | -8.7% | -7.4% |
| 3M | -41.4% | +3.3% | -44.8% | -45.9% |
| 6M | -41.0% | +1.0% | -42.0% | -42.7% |
| YTD | -54.7% | +4.2% | -59.0% | -59.2% |
| 1Y | -45.3% | +7.9% | -53.3% | -54.8% |
| 3Y | +624.3% | +30.0% | +594.2% | +306.2% |
| 5Y | +329.1% | +40.9% | +288.2% | +106.7% |
| All | +367.9% | +53.8% | +314.1% | +109.2% |
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