+82.2%
JEPQ vs ALC
+6.1%
+76.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.8% |
| 7D | +3.4% | -1.1% | +4.5% | +3.6% |
| 30D | -5.6% | +16.0% | -21.7% | -9.1% |
| 3M | -4.2% | +0.8% | -5.0% | -4.5% |
| 6M | -0.2% | +16.8% | -17.0% | -4.7% |
| YTD | +6.7% | -5.5% | +12.2% | +7.5% |
| 1Y | +9.5% | -5.3% | +14.7% | +10.1% |
| 3Y | +60.5% | +4.1% | +56.5% | +52.6% |
| All | +82.2% | +6.1% | +76.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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