+30.8%
JEPI vs AFRM
+221.8%
-191.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -0.4% |
| 30D | -0.6% | -4.2% | +3.6% | -0.4% |
| 3M | +4.8% | +10.1% | -5.3% | +4.0% |
| 6M | +2.1% | +39.4% | -37.3% | -0.4% |
| YTD | +4.8% | -3.2% | +8.0% | +4.3% |
| 1Y | +8.4% | -16.1% | +24.5% | +8.4% |
| 3Y | +30.8% | +220.8% | -190.0% | +17.9% |
| All | +30.8% | +221.8% | -191.0% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling