+71.9%
JEPQ vs AFRM
+221.8%
-149.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.4% | +3.1% | -1.6% | +1.1% |
| 30D | +1.3% | -4.2% | +5.5% | +1.6% |
| 3M | +3.8% | +10.1% | -6.3% | +2.6% |
| 6M | +12.2% | +39.4% | -27.3% | +7.9% |
| YTD | +11.6% | -3.2% | +14.7% | +10.7% |
| 1Y | +19.9% | -16.1% | +36.0% | +20.0% |
| 3Y | +71.9% | +220.8% | -148.9% | +49.9% |
| All | +71.9% | +221.8% | -149.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling