+525.5%
AXON vs JEPI
+92.4%
+433.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | -11.0% | -2.0% | -9.0% | -8.3% |
| 30D | -24.7% | -2.0% | -22.7% | -22.4% |
| 3M | +7.0% | +3.8% | +3.2% | +2.0% |
| 6M | -9.6% | +0.8% | -10.5% | -10.3% |
| YTD | -15.7% | +3.7% | -19.4% | -19.5% |
| 1Y | -35.9% | +7.1% | -43.1% | -41.5% |
| 3Y | +123.0% | +29.4% | +93.6% | +56.4% |
| 5Y | +166.3% | +40.8% | +125.6% | +69.5% |
| All | +525.5% | +92.4% | +433.0% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling