+90.4%
JEPQ vs AA
-16.5%
+106.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.6% |
| 7D | +1.4% | +1.7% | -0.2% | +1.2% |
| 30D | +1.3% | +3.3% | -2.0% | +0.7% |
| 3M | +3.8% | -29.4% | +33.3% | +8.8% |
| 6M | +12.2% | -12.8% | +25.0% | +13.1% |
| YTD | +11.6% | -2.1% | +13.7% | +10.0% |
| 1Y | +19.9% | +62.8% | -42.9% | +8.4% |
| 3Y | +71.9% | +90.5% | -18.6% | +45.7% |
| All | +90.4% | -16.5% | +106.9% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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