-34.5%
AAL vs JEPQ
+92.4%
-126.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.5% |
| 7D | -0.9% | -0.7% | -0.3% | 0.0% |
| 30D | -16.0% | +0.6% | -16.5% | -16.6% |
| 3M | -4.2% | +5.8% | -10.0% | -12.0% |
| 6M | +15.7% | +9.7% | +6.0% | +1.0% |
| YTD | -16.2% | +10.5% | -26.7% | -27.7% |
| 1Y | +0.2% | +18.4% | -18.2% | -22.0% |
| 3Y | -8.1% | +70.3% | -78.4% | -58.4% |
| All | -34.5% | +92.4% | -126.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling