+90.2%
JEPQ vs AJG
+52.4%
+37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.2% | -8.3% | +8.1% | +1.1% |
| 30D | +0.8% | -5.7% | +6.5% | +1.5% |
| 3M | +4.0% | +9.1% | -5.1% | +1.7% |
| 6M | +10.4% | +15.2% | -4.8% | +6.5% |
| YTD | +11.4% | -6.3% | +17.7% | +12.5% |
| 1Y | +18.9% | -19.1% | +38.0% | +25.0% |
| 3Y | +70.3% | +8.2% | +62.1% | +55.9% |
| All | +90.2% | +52.4% | +37.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling