+90.2%
JEPQ vs ALC
-2.0%
+92.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.1% | -5.3% | +6.3% | +2.4% |
| 30D | +1.3% | -7.1% | +8.4% | +3.1% |
| 3M | +4.7% | +0.8% | +3.9% | +4.1% |
| 6M | +10.6% | -16.0% | +26.6% | +15.3% |
| YTD | +11.4% | -12.7% | +24.2% | +14.7% |
| 1Y | +19.4% | -12.8% | +32.3% | +22.7% |
| 3Y | +71.7% | -15.8% | +87.5% | +75.3% |
| All | +90.2% | -2.0% | +92.3% | +79.6% |
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