+257.6%
ALAB vs JEPQ
+41.0%
+216.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | +0.6% |
| 7D | +16.3% | +3.4% | +12.9% | +5.6% |
| 30D | -26.1% | -5.6% | -20.5% | -8.1% |
| 3M | -31.3% | -4.2% | -27.1% | -16.8% |
| 6M | -1.0% | -0.2% | -0.8% | +13.9% |
| YTD | +33.3% | +6.7% | +26.6% | +30.7% |
| 1Y | +53.5% | +9.5% | +44.1% | +41.5% |
| All | +257.6% | +41.0% | +216.6% | +99.7% |
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 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