+70.3%
JEPQ vs AEM
+339.2%
-268.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -0.2% | -2.1% | +2.0% | +0.1% |
| 30D | +0.8% | +8.4% | -7.7% | -0.2% |
| 3M | +4.0% | +27.3% | -23.3% | +0.9% |
| 6M | +10.4% | -9.7% | +20.0% | +10.5% |
| YTD | +11.4% | +19.0% | -7.5% | +8.4% |
| 1Y | +18.9% | +31.5% | -12.6% | +14.2% |
| 3Y | +70.3% | +338.7% | -268.4% | +48.0% |
| All | +70.3% | +339.2% | -268.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling