+1.3%
JEPQ vs AJG
+16.2%
-14.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -9.5% | +7.4% | -17.0% | -8.5% |
| 30D | -12.3% | +25.3% | -37.7% | -9.2% |
| 3M | -8.5% | +15.1% | -23.6% | -6.3% |
| 6M | -5.0% | +40.8% | -45.9% | -1.0% |
| YTD | +0.1% | +12.3% | -12.2% | +3.3% |
| 1Y | +1.3% | +17.5% | -16.2% | +5.0% |
| All | +1.3% | +16.2% | -14.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling