Only for a very short time during King Solomon's reign. The gemorah relates that the night he married the daughter of the king of Egypt (at the height of his power) the seed of Rome was planted.
That doesn't mean it still wasn't the best time physically for Jews, just because the seed of Rome was planted.
Although I don't think when Ashmedai was king things were so rosy. Between Dovid and Shlomo, there were only 80 years. The rest of our history has not been pretty