+90.5%
JEPQ vs ALB
-36.8%
+127.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.9% |
| 7D | +0.7% | -8.1% | +8.7% | +1.7% |
| 30D | +2.0% | +6.3% | -4.3% | +1.0% |
| 3M | +2.0% | -23.6% | +25.6% | +5.2% |
| 6M | +10.4% | -24.6% | +35.0% | +13.4% |
| YTD | +11.6% | -10.3% | +21.9% | +11.4% |
| 1Y | +20.7% | +61.5% | -40.8% | +10.1% |
| 3Y | +70.8% | -34.0% | +104.8% | +70.7% |
| All | +90.5% | -36.8% | +127.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling