+90.7%
AXP vs JEPQ
+85.8%
+4.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.8% |
| 7D | -0.1% | +3.4% | -3.5% | -3.5% |
| 30D | +4.4% | -5.6% | +10.1% | +10.0% |
| 3M | -6.4% | -4.2% | -2.3% | -3.1% |
| 6M | +4.2% | -0.2% | +4.3% | +2.7% |
| YTD | -12.4% | +6.7% | -19.1% | -19.8% |
| 1Y | -11.1% | +9.5% | -20.6% | -21.0% |
| 3Y | +114.9% | +60.5% | +54.3% | +25.4% |
| All | +90.7% | +85.8% | +4.9% | -2.9% |
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