+80.2%
JEPQ vs ABCL
+54.3%
+25.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.8% |
| 7D | -0.2% | +12.4% | -12.7% | -1.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.3% |
| 3M | -4.1% | +80.4% | -84.5% | -9.3% |
| 6M | -0.8% | +138.5% | -139.4% | -9.1% |
| YTD | +5.5% | +265.5% | -259.9% | -7.6% |
| 1Y | +8.4% | +219.7% | -211.3% | -4.1% |
| 3Y | +60.9% | +209.4% | -148.5% | +35.8% |
| All | +80.2% | +54.3% | +25.9% | +60.4% |
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