+96.1%
JEPI vs ARMK
+233.3%
-137.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | +4.8% | +6.7% | -1.9% | +3.5% |
| 6M | +1.0% | +38.8% | -37.8% | -4.7% |
| YTD | +5.5% | +55.2% | -49.7% | -2.4% |
| 1Y | +9.2% | +46.6% | -37.4% | +1.9% |
| 3Y | +31.2% | +112.9% | -81.7% | +14.4% |
| 5Y | +41.4% | +144.0% | -102.6% | +20.0% |
| All | +96.1% | +233.3% | -137.2% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling