+36.0%
JEPI vs BAM
+66.1%
-30.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -2.0% | -6.1% | +4.0% | -0.9% |
| 30D | -2.0% | -13.8% | +11.8% | +0.7% |
| 3M | +3.8% | +4.4% | -0.6% | +2.7% |
| 6M | +0.8% | +6.4% | -5.6% | -0.8% |
| YTD | +3.7% | -7.1% | +10.8% | +4.5% |
| 1Y | +7.1% | -11.8% | +18.9% | +8.8% |
| 3Y | +29.4% | +50.2% | -20.8% | +18.4% |
| All | +36.0% | +66.1% | -30.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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