+90.2%
JEPQ vs ALLE
+38.9%
+51.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.6% |
| 7D | +1.1% | -2.2% | +3.2% | +1.6% |
| 30D | +1.3% | -8.3% | +9.7% | +3.6% |
| 3M | +4.7% | +16.3% | -11.6% | -0.1% |
| 6M | +10.6% | +1.8% | +8.8% | +9.5% |
| YTD | +11.4% | -3.9% | +15.4% | +11.7% |
| 1Y | +19.4% | -10.0% | +29.4% | +22.0% |
| 3Y | +71.7% | +45.8% | +25.9% | +45.2% |
| All | +90.2% | +38.9% | +51.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling