+92.8%
JEPI vs AR
+1,188.5%
-1,095.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -2.0% | +3.5% | -5.6% | -2.2% |
| 3M | +3.8% | +9.9% | -6.1% | +3.2% |
| 6M | +0.8% | +4.5% | -3.7% | +0.4% |
| YTD | +3.7% | +13.7% | -10.0% | +2.7% |
| 1Y | +7.1% | +19.2% | -12.1% | +5.6% |
| 3Y | +29.4% | +46.2% | -16.8% | +25.4% |
| 5Y | +40.8% | +145.9% | -105.1% | +34.2% |
| All | +92.8% | +1,188.5% | -1,095.7% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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