+82.2%
JEPQ vs ABCL
+41.9%
+40.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +3.4% | -3.3% | +6.7% | +3.7% |
| 30D | -5.6% | -7.1% | +1.5% | -5.2% |
| 3M | -4.2% | +4.7% | -8.9% | -4.9% |
| 6M | -0.2% | +140.9% | -141.1% | -8.7% |
| YTD | +6.7% | +236.0% | -229.2% | -6.0% |
| 1Y | +9.5% | +217.4% | -207.9% | -3.1% |
| 3Y | +60.5% | +188.7% | -128.2% | +36.2% |
| All | +82.2% | +41.9% | +40.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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