+82.2%
JEPQ vs ALLY
+8.1%
+74.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -5.6% | +5.2% | -10.8% | -6.7% |
| 3M | -4.2% | -13.3% | +9.2% | -1.1% |
| 6M | -0.2% | -6.7% | +6.5% | +1.1% |
| YTD | +6.7% | -12.8% | +19.6% | +9.4% |
| 1Y | +9.5% | +0.7% | +8.8% | +8.4% |
| 3Y | +60.5% | +65.2% | -4.7% | +38.3% |
| All | +82.2% | +8.1% | +74.1% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling