+24.5%
ALAB vs JEPQ
+8.1%
+16.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -8.1% |
| 7D | -24.9% | -4.9% | -20.0% | -7.6% |
| 30D | -38.4% | -6.7% | -31.7% | -17.3% |
| 3M | -38.3% | -3.0% | -35.3% | -27.4% |
| 6M | +10.9% | +1.4% | +9.6% | +21.0% |
| YTD | +34.2% | +6.5% | +27.8% | +27.9% |
| 1Y | +24.5% | +8.4% | +16.1% | +14.8% |
| All | +24.5% | +8.1% | +16.4% | +14.8% |
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