+88.7%
JEPQ vs AEIS
+250.0%
-161.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.2% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +0.6% | -16.4% | +17.0% | +4.6% |
| 3M | +5.8% | -11.1% | +16.9% | +6.8% |
| 6M | +9.7% | -12.0% | +21.7% | +9.4% |
| YTD | +10.5% | +30.9% | -20.3% | -2.2% |
| 1Y | +18.4% | +74.3% | -55.9% | -4.7% |
| 3Y | +70.3% | +165.2% | -94.9% | +14.9% |
| All | +88.7% | +250.0% | -161.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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