+170.5%
AXON vs JEPI
+40.2%
+130.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -3.3% | -1.1% | -2.2% | -1.6% |
| 30D | -17.8% | -1.3% | -16.6% | -16.1% |
| 3M | +8.3% | +3.3% | +4.9% | +3.7% |
| 6M | -12.4% | +1.0% | -13.4% | -13.2% |
| YTD | -13.7% | +4.2% | -18.0% | -18.4% |
| 1Y | -33.1% | +7.9% | -41.0% | -39.7% |
| 3Y | +128.2% | +30.0% | +98.2% | +56.2% |
| 5Y | +170.5% | +40.9% | +129.6% | +68.6% |
| All | +170.5% | +40.2% | +130.2% | +68.6% |
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