+82.4%
JEPQ vs ALB
-52.4%
+134.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +5.7% | -3.6% | +9.3% | +6.2% |
| 30D | -6.8% | -2.9% | -3.9% | -6.5% |
| 3M | -3.4% | -25.8% | +22.5% | 0.0% |
| 6M | +0.3% | -53.6% | +53.9% | +10.0% |
| YTD | +6.8% | -32.4% | +39.2% | +10.3% |
| 1Y | +7.7% | -13.0% | +20.8% | +7.3% |
| 3Y | +60.7% | -15.0% | +75.7% | +50.5% |
| All | +82.4% | -52.4% | +134.7% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling