+358.8%
APP vs JEPI
+41.6%
+317.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.6% |
| 30D | -10.0% | -0.6% | -9.4% | -8.9% |
| 3M | -44.6% | +4.8% | -49.4% | -50.7% |
| 6M | -37.9% | +2.1% | -40.0% | -41.2% |
| YTD | -53.7% | +4.8% | -58.5% | -58.9% |
| 1Y | -43.0% | +8.4% | -51.4% | -53.6% |
| 3Y | +640.8% | +30.8% | +610.0% | +302.1% |
| 5Y | +358.8% | +41.0% | +317.9% | +117.8% |
| All | +358.8% | +41.6% | +317.2% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling