+77.7%
AXON vs JEPI
+43.6%
+34.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -27.4% | +0.6% | -27.9% | -27.9% |
| 30D | -28.5% | +1.6% | -30.0% | -29.9% |
| 3M | -49.3% | +1.3% | -50.6% | -50.0% |
| 6M | -25.0% | +6.5% | -31.5% | -31.1% |
| YTD | -46.7% | +6.9% | -53.7% | -51.4% |
| 1Y | -48.3% | +9.4% | -57.7% | -54.3% |
| 3Y | +38.8% | +35.0% | +3.8% | -10.4% |
| 5Y | +77.7% | +43.2% | +34.5% | +6.0% |
| All | +77.7% | +43.6% | +34.1% | +6.0% |
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 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