+90.2%
JEPQ vs AIG
+37.5%
+52.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | +1.3% | -3.3% | +4.6% | +2.1% |
| 3M | +4.7% | +2.2% | +2.5% | +3.8% |
| 6M | +10.6% | -2.1% | +12.7% | +10.7% |
| YTD | +11.4% | -11.2% | +22.6% | +14.3% |
| 1Y | +19.4% | -2.1% | +21.5% | +18.6% |
| 3Y | +71.7% | +34.4% | +37.3% | +52.4% |
| All | +90.2% | +37.5% | +52.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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