+340.4%
APH vs JEPQ
+85.8%
+254.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.4% |
| 7D | +4.9% | +3.4% | +1.5% | +0.5% |
| 30D | -5.4% | -5.6% | +0.2% | +2.4% |
| 3M | -5.5% | -4.2% | -1.3% | +0.6% |
| 6M | +25.9% | -0.2% | +26.1% | +27.9% |
| YTD | +16.4% | +6.7% | +9.6% | +9.3% |
| 1Y | +16.5% | +9.5% | +7.0% | +6.4% |
| 3Y | +270.9% | +60.5% | +210.3% | +128.0% |
| All | +340.4% | +85.8% | +254.6% | +135.1% |
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