+296.4%
ARM vs JEPI
+31.0%
+265.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.9% |
| 7D | +5.5% | -0.3% | +5.8% | +6.4% |
| 30D | -8.2% | +0.1% | -8.3% | -8.6% |
| 3M | -35.9% | +4.8% | -40.7% | -43.6% |
| 6M | +103.1% | +1.0% | +102.1% | +97.8% |
| YTD | +130.6% | +5.5% | +125.1% | +99.5% |
| 1Y | +86.1% | +9.2% | +76.9% | +46.3% |
| All | +296.4% | +31.0% | +265.5% | +102.3% |
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