+42.4%
JEPI vs BAM
+84.8%
-42.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -0.1% | -2.9% | +2.7% | +0.4% |
| 30D | +2.8% | +14.7% | -11.9% | +0.2% |
| 3M | +2.6% | -4.1% | +6.8% | +3.3% |
| 6M | +8.4% | +9.6% | -1.2% | +6.1% |
| YTD | +8.6% | +3.4% | +5.2% | +7.2% |
| 1Y | +10.4% | +1.0% | +9.4% | +9.3% |
| 3Y | +37.1% | +88.2% | -51.1% | +21.0% |
| All | +42.4% | +84.8% | -42.4% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling