+90.2%
JEPQ vs ALHC
+29.7%
+60.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | +1.3% | -5.4% | +6.8% | +1.5% |
| 3M | +4.7% | -32.1% | +36.8% | +6.0% |
| 6M | +10.6% | -28.5% | +39.1% | +11.4% |
| YTD | +11.4% | -34.0% | +45.5% | +12.5% |
| 1Y | +19.4% | -20.9% | +40.4% | +19.4% |
| 3Y | +71.7% | +151.5% | -79.8% | +54.9% |
| All | +90.2% | +29.7% | +60.6% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling