+93.4%
AXP vs JEPQ
+94.3%
-0.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.8% |
| 30D | -6.5% | +2.0% | -8.5% | -8.5% |
| 3M | +4.6% | +2.0% | +2.7% | +1.9% |
| 6M | +5.4% | +10.4% | -5.0% | -5.9% |
| YTD | -11.1% | +11.6% | -22.7% | -21.6% |
| 1Y | -0.3% | +20.7% | -21.0% | -19.6% |
| 3Y | +111.6% | +70.8% | +40.8% | +16.6% |
| All | +93.4% | +94.3% | -0.9% | -5.2% |
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