+2.1%
AAL vs JEPQ
+21.4%
-19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.6% |
| 30D | -20.8% | +2.0% | -22.8% | -22.8% |
| 3M | -1.3% | +2.0% | -3.3% | -4.2% |
| 6M | +5.4% | +10.4% | -5.0% | -9.0% |
| YTD | -14.4% | +11.6% | -26.0% | -27.5% |
| 1Y | +2.1% | +20.7% | -18.6% | -22.7% |
| All | +2.1% | +21.4% | -19.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling