+527.5%
APP vs JEPI
+59.6%
+467.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.2% |
| 7D | +4.6% | +2.7% | +1.9% | -1.2% |
| 30D | +56.0% | +2.5% | +53.5% | +45.0% |
| 3M | +30.8% | +1.9% | +28.9% | +23.2% |
| 6M | -9.8% | +7.7% | -17.5% | -25.7% |
| YTD | -39.3% | +8.2% | -47.4% | -50.5% |
| 1Y | -26.4% | +10.4% | -36.8% | -42.9% |
| 3Y | +887.9% | +36.5% | +851.4% | +385.8% |
| 5Y | +264.1% | +44.2% | +219.9% | +65.3% |
| All | +527.5% | +59.6% | +467.8% | +153.6% |
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