+101.3%
JEPI vs APD
+55.0%
+46.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.9% | +2.2% | +0.8% | +2.5% |
| 30D | +2.6% | +9.4% | -6.9% | +0.7% |
| 3M | +2.2% | +4.7% | -2.4% | +1.2% |
| 6M | +7.6% | +5.5% | +2.1% | +6.2% |
| YTD | +8.3% | +31.4% | -23.1% | +1.7% |
| 1Y | +9.7% | +24.1% | -14.4% | +4.2% |
| 3Y | +36.7% | +28.8% | +7.9% | +27.3% |
| 5Y | +44.4% | +15.8% | +28.6% | +33.5% |
| All | +101.3% | +55.0% | +46.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling