+90.2%
JEPQ vs AEE
+31.1%
+59.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +1.3% | 0.0% | +1.3% | +1.3% |
| 3M | +4.7% | -0.9% | +5.6% | +4.6% |
| 6M | +10.6% | -2.4% | +13.0% | +10.7% |
| YTD | +11.4% | +8.6% | +2.8% | +9.3% |
| 1Y | +19.4% | +10.2% | +9.3% | +16.7% |
| 3Y | +71.7% | +47.8% | +23.9% | +57.6% |
| All | +90.2% | +31.1% | +59.1% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling