+90.2%
JEPQ vs ALLY
+16.9%
+73.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | +1.3% | -4.5% | +5.8% | +2.3% |
| 3M | +4.7% | -2.8% | +7.5% | +5.3% |
| 6M | +10.6% | +10.3% | +0.3% | +7.7% |
| YTD | +11.4% | -5.7% | +17.1% | +12.3% |
| 1Y | +19.4% | +3.9% | +15.5% | +17.3% |
| 3Y | +71.7% | +64.7% | +7.0% | +48.1% |
| All | +90.2% | +16.9% | +73.3% | +91.4% |
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