+400.4%
ALAB vs JEPQ
+47.5%
+352.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +8.8% |
| 7D | +7.2% | +0.7% | +6.6% | +5.3% |
| 30D | -2.5% | +2.0% | -4.5% | -7.7% |
| 3M | -13.3% | +2.0% | -15.3% | -12.7% |
| 6M | +172.8% | +10.4% | +162.4% | +124.9% |
| YTD | +86.6% | +11.6% | +75.0% | +50.6% |
| 1Y | +65.2% | +20.7% | +44.5% | +10.6% |
| All | +400.4% | +47.5% | +352.9% | +130.2% |
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