+82.2%
JEPQ vs ALHC
-26.8%
+108.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -1.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | -5.6% | -10.6% | +5.0% | -5.2% |
| 3M | -4.2% | -45.3% | +41.2% | -2.2% |
| 6M | -0.2% | -59.7% | +59.5% | +2.7% |
| YTD | +6.7% | -62.7% | +69.5% | +9.9% |
| 1Y | +9.5% | -56.1% | +65.6% | +11.8% |
| 3Y | +60.5% | +21.3% | +39.3% | +50.7% |
| All | +82.2% | -26.8% | +108.9% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling