+36.7%
JEPI vs AR
+48.5%
-11.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.9% | +6.4% | -3.5% | +2.5% |
| 30D | +2.6% | +3.1% | -0.5% | +2.3% |
| 3M | +2.2% | +3.3% | -1.1% | +1.8% |
| 6M | +7.6% | +6.6% | +1.0% | +6.8% |
| YTD | +8.3% | +12.3% | -4.0% | +6.5% |
| 1Y | +9.7% | +12.3% | -2.6% | +7.8% |
| All | +36.7% | +48.5% | -11.8% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling