+19.4%
JEPQ vs AFRM
-20.8%
+40.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.5% |
| 7D | +1.1% | -8.0% | +9.1% | +2.0% |
| 30D | +1.3% | -9.8% | +11.1% | +2.4% |
| 3M | +4.7% | +4.7% | 0.0% | +3.8% |
| 6M | +10.6% | +34.1% | -23.5% | +6.1% |
| YTD | +11.4% | -8.4% | +19.9% | +10.6% |
| 1Y | +19.4% | -22.9% | +42.3% | +18.9% |
| All | +19.4% | -20.8% | +40.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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