+654.6%
APP vs JEPI
+32.2%
+622.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +3.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.7% |
| 30D | -23.3% | +0.1% | -23.4% | -23.7% |
| 3M | -42.6% | +4.8% | -47.4% | -48.7% |
| 6M | -33.6% | +1.0% | -34.6% | -35.3% |
| YTD | -52.4% | +5.5% | -57.9% | -58.2% |
| 1Y | -35.9% | +9.2% | -45.1% | -48.5% |
| All | +654.6% | +32.2% | +622.4% | +318.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling