+88.7%
JEPQ vs AGG
+9.2%
+79.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | -0.7% | -0.9% | +0.3% | -0.2% |
| 30D | +0.6% | -1.0% | +1.5% | +1.1% |
| 3M | +5.8% | -1.3% | +7.1% | +6.5% |
| 6M | +9.7% | -2.1% | +11.7% | +10.9% |
| YTD | +10.5% | -1.2% | +11.8% | +11.3% |
| 1Y | +18.4% | -0.5% | +18.9% | +18.8% |
| 3Y | +70.3% | +12.4% | +57.9% | +59.4% |
| All | +88.7% | +9.2% | +79.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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