+20.7%
JEPQ vs AEM
+40.5%
-19.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +2.0% | +24.0% | -22.0% | -0.8% |
| 3M | +2.0% | +16.1% | -14.1% | -0.5% |
| 6M | +10.4% | -11.6% | +22.0% | +10.1% |
| YTD | +11.6% | +21.5% | -9.9% | +7.7% |
| 1Y | +20.7% | +39.2% | -18.5% | +15.1% |
| All | +20.7% | +40.5% | -19.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling