+369.5%
ALAB vs JEPQ
+47.3%
+322.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | -0.1% |
| 7D | -6.2% | -0.2% | -6.0% | -5.7% |
| 30D | -8.7% | +0.8% | -9.4% | -10.3% |
| 3M | -20.7% | +4.0% | -24.7% | -25.0% |
| 6M | +133.5% | +10.4% | +123.1% | +93.0% |
| YTD | +75.1% | +11.4% | +63.6% | +42.1% |
| 1Y | +25.0% | +18.9% | +6.1% | -12.9% |
| All | +369.5% | +47.3% | +322.2% | +117.1% |
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