+88.7%
JEPQ vs ALM
+1,057.9%
-969.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.4% |
| 7D | -0.7% | -7.1% | +6.5% | -0.4% |
| 30D | +0.6% | +24.7% | -24.1% | -0.4% |
| 3M | +5.8% | +8.3% | -2.5% | +5.1% |
| 6M | +9.7% | -22.2% | +31.8% | +9.6% |
| YTD | +10.5% | +88.1% | -77.5% | +7.8% |
| 1Y | +18.4% | +272.4% | -254.0% | +13.1% |
| 3Y | +70.3% | +2,004.1% | -1,933.8% | +55.1% |
| All | +88.7% | +1,057.9% | -969.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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