-69.3%
APTV vs JEPI
+41.5%
-110.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.6% |
| 7D | -5.0% | -1.0% | -4.0% | -3.2% |
| 30D | -6.1% | -1.4% | -4.6% | -3.4% |
| 3M | -33.0% | +3.5% | -36.5% | -37.2% |
| 6M | -35.2% | +1.9% | -37.2% | -37.4% |
| YTD | -40.1% | +4.4% | -44.6% | -44.7% |
| 1Y | -45.6% | +7.2% | -52.8% | -52.1% |
| 3Y | -54.4% | +29.8% | -84.1% | -71.9% |
| All | -69.3% | +41.5% | -110.8% | -83.7% |
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