+18.4%
JEPQ vs ALLY
+5.1%
+13.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | +0.6% | -4.1% | +4.6% | +1.3% |
| 3M | +5.8% | +1.4% | +4.4% | +5.5% |
| 6M | +9.7% | +14.4% | -4.7% | +6.4% |
| YTD | +10.5% | -4.9% | +15.5% | +10.9% |
| 1Y | +18.4% | +5.5% | +12.9% | +15.3% |
| All | +18.4% | +5.1% | +13.3% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling