+295.9%
APP vs JEPI
+43.7%
+252.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +0.3% |
| 7D | +79.2% | +0.3% | +78.8% | +74.4% |
| 30D | +48.0% | +1.4% | +46.5% | +40.6% |
| 3M | +18.2% | +1.3% | +16.9% | +12.7% |
| 6M | -12.5% | +6.3% | -18.8% | -26.0% |
| YTD | -39.2% | +6.8% | -46.0% | -49.2% |
| 1Y | -33.9% | +9.8% | -43.7% | -48.5% |
| 3Y | +933.3% | +36.0% | +897.3% | +401.5% |
| 5Y | +295.9% | +43.4% | +252.5% | +76.8% |
| All | +295.9% | +43.7% | +252.2% | +76.8% |
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