+90.2%
JEPQ vs AEP
+46.5%
+43.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | +0.8% | -1.1% | +1.8% | +0.9% |
| 3M | +4.0% | -3.3% | +7.2% | +4.2% |
| 6M | +10.4% | -4.6% | +15.0% | +10.7% |
| YTD | +11.4% | +9.4% | +2.0% | +9.7% |
| 1Y | +18.9% | +16.9% | +2.0% | +15.8% |
| 3Y | +70.3% | +76.6% | -6.4% | +49.8% |
| All | +90.2% | +46.5% | +43.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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