-33.7%
AAL vs JEPQ
+94.0%
-127.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.1% |
| 7D | -0.9% | -0.2% | -0.8% | -0.7% |
| 30D | -12.9% | +0.8% | -13.6% | -13.8% |
| 3M | -11.2% | +4.0% | -15.2% | -16.3% |
| 6M | +17.8% | +10.4% | +7.5% | +1.9% |
| YTD | -15.1% | +11.4% | -26.6% | -27.7% |
| 1Y | +0.5% | +18.9% | -18.5% | -22.3% |
| 3Y | -7.7% | +70.3% | -78.0% | -58.2% |
| All | -33.7% | +94.0% | -127.7% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling