+312.0%
AXON vs JEPI
+101.5%
+210.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +2.9% |
| 7D | -25.6% | -0.1% | -25.5% | -25.3% |
| 30D | -23.9% | +2.8% | -26.7% | -26.7% |
| 3M | -50.4% | +2.6% | -53.0% | -52.0% |
| 6M | -20.0% | +8.4% | -28.4% | -28.1% |
| YTD | -44.5% | +8.6% | -53.1% | -50.2% |
| 1Y | -44.9% | +10.4% | -55.3% | -51.7% |
| 3Y | +44.7% | +37.1% | +7.6% | -6.5% |
| 5Y | +86.7% | +45.5% | +41.2% | +13.2% |
| All | +312.0% | +101.5% | +210.4% | +72.7% |
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