-34.2%
AAL vs JEPQ
+94.2%
-128.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -0.3% | +1.4% | -1.7% | -2.4% |
| 30D | -19.0% | +1.3% | -20.3% | -20.6% |
| 3M | -5.1% | +3.8% | -8.9% | -10.2% |
| 6M | +15.5% | +12.2% | +3.3% | -2.4% |
| YTD | -15.8% | +11.6% | -27.3% | -28.3% |
| 1Y | -0.3% | +19.9% | -20.2% | -23.8% |
| 3Y | -7.7% | +71.9% | -79.6% | -58.8% |
| All | -34.2% | +94.2% | -128.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling