+214.2%
ARM vs JEPI
+34.5%
+179.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.0% |
| 7D | +19.8% | +2.9% | +16.9% | +11.3% |
| 30D | -21.8% | +2.6% | -24.3% | -26.3% |
| 3M | -26.5% | +2.2% | -28.7% | -30.0% |
| 6M | -3.9% | +7.6% | -11.5% | -20.7% |
| YTD | +82.8% | +8.3% | +74.5% | +49.0% |
| 1Y | +34.3% | +9.7% | +24.6% | +5.5% |
| 3Y | +282.2% | +36.7% | +245.5% | +69.9% |
| All | +214.2% | +34.5% | +179.7% | +51.1% |
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