+40.9%
JEPI vs AR
+148.2%
-107.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | -1.3% | +5.5% | -6.8% | -1.7% |
| 3M | +3.3% | +12.9% | -9.5% | +2.2% |
| 6M | +1.0% | +0.1% | +0.9% | +0.7% |
| YTD | +4.2% | +13.5% | -9.3% | +2.6% |
| 1Y | +7.9% | +21.6% | -13.6% | +5.4% |
| 3Y | +30.0% | +46.0% | -15.9% | +23.7% |
| 5Y | +40.9% | +143.7% | -102.8% | +28.3% |
| All | +40.9% | +148.2% | -107.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling