+680.2%
APP vs JEPQ
+92.4%
+587.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +5.0% |
| 7D | +0.3% | -0.7% | +0.9% | +1.8% |
| 30D | -1.3% | +0.6% | -1.9% | -2.8% |
| 3M | -36.2% | +5.8% | -42.0% | -44.9% |
| 6M | -34.1% | +9.7% | -43.8% | -47.9% |
| YTD | -53.3% | +10.5% | -63.9% | -62.9% |
| 1Y | -44.5% | +18.4% | -62.9% | -62.4% |
| 3Y | +646.7% | +70.3% | +576.3% | +136.9% |
| All | +680.2% | +92.4% | +587.7% | +110.3% |
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