+357.2%
APH vs JEPQ
+94.0%
+263.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.6% | +1.1% | +0.6% | +0.3% |
| 30D | -3.0% | +1.3% | -4.3% | -4.6% |
| 3M | +5.7% | +4.7% | +1.1% | +0.1% |
| 6M | +20.0% | +10.6% | +9.4% | +6.3% |
| YTD | +20.8% | +11.4% | +9.4% | +6.6% |
| 1Y | +40.2% | +19.4% | +20.8% | +14.4% |
| 3Y | +288.1% | +71.7% | +216.4% | +118.7% |
| All | +357.2% | +94.0% | +263.2% | +129.2% |
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 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