+88.7%
JEPQ vs ALHC
+27.0%
+61.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.7% | -5.8% | +5.1% | -0.4% |
| 30D | +0.6% | -3.3% | +3.9% | +0.7% |
| 3M | +5.8% | -37.9% | +43.7% | +7.6% |
| 6M | +9.7% | -29.5% | +39.2% | +10.5% |
| YTD | +10.5% | -35.4% | +45.9% | +11.7% |
| 1Y | +18.4% | -22.4% | +40.8% | +18.5% |
| 3Y | +70.3% | +146.3% | -76.0% | +53.8% |
| All | +88.7% | +27.0% | +61.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling