+365.3%
APH vs JEPQ
+94.3%
+271.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | +5.0% | +0.7% | +4.3% | +4.0% |
| 30D | -3.9% | +2.0% | -5.9% | -6.2% |
| 3M | +13.0% | +2.0% | +11.0% | +10.6% |
| 6M | +25.2% | +10.4% | +14.8% | +11.2% |
| YTD | +22.9% | +11.6% | +11.3% | +8.2% |
| 1Y | +47.8% | +20.7% | +27.1% | +19.0% |
| 3Y | +283.0% | +70.8% | +212.2% | +116.9% |
| All | +365.3% | +94.3% | +271.0% | +132.8% |
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