+90.4%
JEPQ vs ABCL
+41.2%
+49.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | +1.3% | +65.1% | -63.7% | -3.2% |
| 3M | +3.8% | +111.1% | -107.2% | -3.3% |
| 6M | +12.2% | +231.6% | -219.4% | -0.2% |
| YTD | +11.6% | +234.5% | -222.9% | -1.4% |
| 1Y | +19.9% | +174.3% | -154.5% | +7.0% |
| 3Y | +71.9% | +111.5% | -39.6% | +50.8% |
| All | +90.4% | +41.2% | +49.2% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling