+41.8%
JEPI vs ARMK
+160.7%
-118.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -1.0% | +3.1% | -4.1% | -1.7% |
| 30D | -1.4% | -2.8% | +1.4% | -0.9% |
| 3M | +3.5% | +7.6% | -4.0% | +1.7% |
| 6M | +1.9% | +47.9% | -46.0% | -7.0% |
| YTD | +4.4% | +60.0% | -55.6% | -6.5% |
| 1Y | +7.2% | +52.2% | -45.0% | -3.1% |
| 3Y | +29.8% | +131.4% | -101.6% | +5.0% |
| All | +41.8% | +160.7% | -118.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling