+90.5%
JEPQ vs ALHC
+34.7%
+55.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | +2.0% | -10.2% | +12.1% | +1.9% |
| 6M | +10.4% | -28.3% | +38.7% | +11.2% |
| YTD | +11.6% | -31.4% | +43.0% | +12.5% |
| 1Y | +20.7% | -16.9% | +37.6% | +20.5% |
| 3Y | +70.8% | +135.5% | -64.7% | +55.4% |
| All | +90.5% | +34.7% | +55.8% | +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 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