+90.2%
JEPQ vs AG
+106.1%
-15.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +1.3% | +12.5% | -11.1% | +0.1% |
| 3M | +4.7% | +28.2% | -23.5% | +2.0% |
| 6M | +10.6% | -18.8% | +29.5% | +11.5% |
| YTD | +11.4% | +27.4% | -15.9% | +7.1% |
| 1Y | +19.4% | +132.2% | -112.8% | +7.8% |
| 3Y | +71.7% | +286.9% | -215.2% | +42.5% |
| All | +90.2% | +106.1% | -15.9% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling