+88.7%
JEPQ vs ALB
-38.9%
+127.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | -0.7% | -7.6% | +7.0% | +0.3% |
| 30D | +0.6% | -5.6% | +6.2% | +1.2% |
| 3M | +5.8% | -16.8% | +22.6% | +8.0% |
| 6M | +9.7% | -26.3% | +36.0% | +12.9% |
| YTD | +10.5% | -13.2% | +23.8% | +10.8% |
| 1Y | +18.4% | +68.8% | -50.4% | +7.4% |
| 3Y | +70.3% | -30.7% | +101.0% | +68.2% |
| All | +88.7% | -38.9% | +127.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling