+40.8%
JEPI vs APD
+24.4%
+16.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.0% | -3.5% | +1.4% | -1.3% |
| 30D | -2.0% | -5.1% | +3.0% | -0.9% |
| 3M | +3.8% | +6.9% | -3.1% | +2.1% |
| 6M | +0.8% | +8.1% | -7.2% | -1.2% |
| YTD | +3.7% | +21.2% | -17.5% | -1.3% |
| 1Y | +7.1% | +4.9% | +2.3% | +5.3% |
| 3Y | +29.4% | +6.3% | +23.1% | +25.6% |
| 5Y | +40.8% | +24.3% | +16.5% | +24.2% |
| All | +40.8% | +24.4% | +16.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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