-15.4%
APP vs JEPI
+8.2%
-23.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +3.4% |
| 7D | +48.9% | -0.1% | +49.1% | +48.2% |
| 30D | +49.4% | +2.8% | +46.6% | +42.3% |
| 3M | +27.0% | +2.6% | +24.4% | +20.2% |
| 6M | -15.4% | +8.4% | -23.7% | -18.5% |
| All | -15.4% | +8.2% | -23.6% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling