+101.1%
JEPI vs AR
+1,174.3%
-1,073.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +7.4% | -4.7% | +2.3% |
| 30D | +2.5% | +5.8% | -3.2% | +2.2% |
| 3M | +1.9% | +5.2% | -3.3% | +1.6% |
| 6M | +7.7% | +5.4% | +2.3% | +7.2% |
| YTD | +8.2% | +12.4% | -4.3% | +7.0% |
| 1Y | +10.4% | +12.8% | -2.4% | +9.2% |
| 3Y | +36.5% | +47.2% | -10.7% | +32.3% |
| 5Y | +44.2% | +101.1% | -56.9% | +38.0% |
| All | +101.1% | +1,174.3% | -1,073.3% | +81.9% |
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