+94.2%
JEPI vs ARMK
+243.6%
-149.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -1.0% | +3.1% | -4.1% | -1.5% |
| 30D | -1.4% | -2.8% | +1.4% | -1.0% |
| 3M | +3.5% | +7.6% | -4.0% | +2.2% |
| 6M | +1.9% | +47.9% | -46.0% | -4.8% |
| YTD | +4.4% | +60.0% | -55.6% | -3.9% |
| 1Y | +7.2% | +52.2% | -45.0% | -0.6% |
| 3Y | +29.8% | +131.4% | -101.6% | +11.8% |
| 5Y | +41.7% | +163.2% | -121.5% | +19.3% |
| All | +94.2% | +243.6% | -149.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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