+311.3%
ARM vs JEPI
+30.2%
+281.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +5.4% |
| 7D | +11.4% | -0.2% | +11.6% | +11.9% |
| 30D | -7.4% | -0.6% | -6.9% | -6.2% |
| 3M | -24.5% | +4.8% | -29.3% | -33.8% |
| 6M | +128.7% | +2.1% | +126.6% | +115.5% |
| YTD | +139.3% | +4.8% | +134.4% | +110.2% |
| 1Y | +88.0% | +8.4% | +79.5% | +50.5% |
| All | +311.3% | +30.2% | +281.1% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling