+18.9%
JEPQ vs AG
+110.7%
-91.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -0.2% | -6.7% | +6.6% | +0.4% |
| 30D | +0.8% | +2.2% | -1.4% | +0.5% |
| 3M | +4.0% | +15.7% | -11.7% | +2.3% |
| 6M | +10.4% | -23.8% | +34.2% | +11.0% |
| YTD | +11.4% | +17.6% | -6.2% | +8.4% |
| 1Y | +18.9% | +88.6% | -69.7% | +12.1% |
| All | +18.9% | +110.7% | -91.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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