+62.3%
JEPI vs AFRM
-25.2%
+87.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -8.5% | +6.5% | -1.6% |
| 30D | -2.0% | -11.4% | +9.3% | -1.5% |
| 3M | +3.8% | +8.2% | -4.5% | +3.2% |
| 6M | +0.8% | +36.6% | -35.8% | -1.0% |
| YTD | +3.7% | -8.7% | +12.4% | +3.6% |
| 1Y | +7.1% | -19.9% | +27.0% | +7.4% |
| 3Y | +29.4% | +202.6% | -173.2% | +19.4% |
| 5Y | +40.8% | -45.0% | +85.8% | +28.8% |
| All | +62.3% | -25.2% | +87.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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