+90.4%
JEPQ vs ALC
-1.1%
+91.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.5% |
| 7D | +1.4% | -3.7% | +5.1% | +2.4% |
| 30D | +1.3% | -3.7% | +5.1% | +2.2% |
| 3M | +3.8% | +4.6% | -0.7% | +2.2% |
| 6M | +12.2% | -14.6% | +26.8% | +16.4% |
| YTD | +11.6% | -11.9% | +23.4% | +14.5% |
| 1Y | +19.9% | -13.1% | +33.0% | +23.3% |
| 3Y | +71.9% | -15.0% | +86.9% | +75.1% |
| All | +90.4% | -1.1% | +91.5% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling