+88.7%
JEPQ vs AEM
+277.1%
-188.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -0.7% | -5.0% | +4.4% | 0.0% |
| 30D | +0.6% | +8.5% | -7.9% | -0.7% |
| 3M | +5.8% | +29.3% | -23.5% | +1.9% |
| 6M | +9.7% | -12.9% | +22.6% | +10.6% |
| YTD | +10.5% | +16.8% | -6.2% | +7.0% |
| 1Y | +18.4% | +29.8% | -11.4% | +12.6% |
| 3Y | +70.3% | +336.7% | -266.4% | +34.0% |
| All | +88.7% | +277.1% | -188.4% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling