+79.3%
JEPQ vs ALLY
+6.3%
+73.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -8.6% | +1.1% | -9.8% | -8.9% |
| 3M | -4.5% | -13.2% | +8.7% | -1.5% |
| 6M | -1.3% | -13.5% | +12.2% | +1.7% |
| YTD | +5.0% | -14.3% | +19.3% | +8.0% |
| 1Y | +5.9% | -1.1% | +7.0% | +5.3% |
| 3Y | +58.0% | +62.0% | -4.0% | +36.8% |
| All | +79.3% | +6.3% | +73.0% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling