+90.4%
JEPQ vs AEIS
+269.2%
-178.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +1.4% | +8.1% | -6.7% | -0.5% |
| 30D | +1.3% | -11.1% | +12.5% | +3.8% |
| 3M | +3.8% | -5.6% | +9.5% | +3.4% |
| 6M | +12.2% | -0.6% | +12.8% | +8.5% |
| YTD | +11.6% | +38.0% | -26.5% | -2.5% |
| 1Y | +19.9% | +87.2% | -67.4% | -5.2% |
| 3Y | +71.9% | +179.7% | -107.8% | +14.6% |
| All | +90.4% | +269.2% | -178.7% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling