-36.1%
APTV vs JEPI
+94.5%
-130.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.4% |
| 30D | -7.7% | -0.6% | -7.1% | -6.6% |
| 3M | -34.0% | +4.8% | -38.8% | -39.5% |
| 6M | -37.1% | +2.1% | -39.2% | -39.4% |
| YTD | -39.9% | +4.8% | -44.7% | -44.8% |
| 1Y | -44.4% | +8.4% | -52.9% | -52.0% |
| 3Y | -54.5% | +30.8% | -85.3% | -72.1% |
| 5Y | -69.1% | +41.0% | -110.1% | -83.3% |
| All | -36.1% | +94.5% | -130.6% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling