+51.0%
JEPQ vs AHR
+360.2%
-309.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.7% | -3.0% | +2.4% | -0.3% |
| 30D | +0.6% | +2.6% | -2.0% | +0.2% |
| 3M | +5.8% | +16.0% | -10.2% | +3.3% |
| 6M | +9.7% | +3.1% | +6.6% | +9.0% |
| YTD | +10.5% | +16.0% | -5.5% | +7.5% |
| 1Y | +18.4% | +28.0% | -9.6% | +12.8% |
| All | +51.0% | +360.2% | -309.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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