+90.8%
AXP vs JEPQ
+94.0%
-3.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.5% | +1.1% | -3.5% | -3.6% |
| 30D | -5.0% | +1.3% | -6.4% | -6.4% |
| 3M | +1.4% | +4.7% | -3.3% | -3.9% |
| 6M | +6.0% | +10.6% | -4.6% | -5.6% |
| YTD | -12.3% | +11.4% | -23.7% | -22.6% |
| 1Y | +0.3% | +19.4% | -19.1% | -18.2% |
| 3Y | +111.7% | +71.7% | +40.0% | +15.9% |
| All | +90.8% | +94.0% | -3.2% | -6.3% |
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