+90.5%
JEPQ vs AG
+104.1%
-13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +2.0% | +19.2% | -17.2% | +0.2% |
| 3M | +2.0% | +6.2% | -4.2% | +0.9% |
| 6M | +10.4% | -26.7% | +37.1% | +12.2% |
| YTD | +11.6% | +26.1% | -14.5% | +7.4% |
| 1Y | +20.7% | +131.7% | -111.0% | +9.0% |
| 3Y | +70.8% | +255.3% | -184.5% | +43.2% |
| All | +90.5% | +104.1% | -13.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling