+70.3%
JEPQ vs AEE
+46.3%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +0.8% | -2.9% | +3.7% | +0.8% |
| 3M | +4.0% | -2.4% | +6.4% | +3.8% |
| 6M | +10.4% | -2.7% | +13.1% | +10.2% |
| YTD | +11.4% | +7.3% | +4.2% | +10.9% |
| 1Y | +18.9% | +7.5% | +11.4% | +18.3% |
| 3Y | +70.3% | +46.2% | +24.1% | +71.3% |
| All | +70.3% | +46.3% | +24.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling