+88.7%
JEPQ vs ALLY
+17.9%
+70.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.7% | -3.3% | +2.6% | +0.1% |
| 30D | +0.6% | -4.1% | +4.6% | +1.5% |
| 3M | +5.8% | +1.4% | +4.4% | +5.4% |
| 6M | +9.7% | +14.4% | -4.7% | +5.9% |
| YTD | +10.5% | -4.9% | +15.5% | +11.2% |
| 1Y | +18.4% | +5.5% | +12.9% | +15.9% |
| 3Y | +70.3% | +66.0% | +4.3% | +46.7% |
| All | +88.7% | +17.9% | +70.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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