+278.0%
APH vs JEPQ
+59.4%
+218.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -5.0% | -1.4% | -3.7% | -2.8% |
| 30D | -8.4% | -8.6% | +0.3% | +5.3% |
| 3M | -4.5% | -4.5% | 0.0% | +3.1% |
| 6M | +25.3% | -1.3% | +26.6% | +29.3% |
| YTD | +18.9% | +5.0% | +13.9% | +12.8% |
| 1Y | +11.9% | +5.9% | +6.1% | +5.3% |
| 3Y | +278.0% | +58.0% | +219.9% | +126.4% |
| All | +278.0% | +59.4% | +218.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling