-36.6%
APTV vs JEPI
+0.5%
-37.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.5% |
| 7D | -1.8% | -2.0% | +0.2% | +1.9% |
| 30D | -7.9% | -2.0% | -5.9% | -4.5% |
| 3M | -29.9% | +3.8% | -33.7% | -34.1% |
| 6M | -36.6% | +0.8% | -37.4% | -37.0% |
| All | -36.6% | +0.5% | -37.1% | -37.0% |
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