+358.7%
ALAB vs JEPQ
+46.1%
+312.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -2.9% |
| 7D | +0.6% | -0.7% | +1.3% | +2.8% |
| 30D | -8.8% | +0.6% | -9.4% | -9.8% |
| 3M | -14.0% | +5.8% | -19.8% | -22.1% |
| 6M | +144.3% | +9.7% | +134.6% | +106.1% |
| YTD | +71.0% | +10.5% | +60.5% | +42.2% |
| 1Y | +23.5% | +18.4% | +5.1% | -12.7% |
| All | +358.7% | +46.1% | +312.6% | +117.3% |
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