+90.2%
JEPQ vs ALM
+1,180.9%
-1,090.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +1.1% | +3.6% | -2.6% | +0.9% |
| 30D | +1.3% | +33.8% | -32.5% | +0.1% |
| 3M | +4.7% | +14.8% | -10.1% | +3.8% |
| 6M | +10.6% | -7.0% | +17.6% | +9.9% |
| YTD | +11.4% | +108.1% | -96.6% | +8.3% |
| 1Y | +19.4% | +313.8% | -294.3% | +13.7% |
| 3Y | +71.7% | +2,227.6% | -2,155.9% | +55.8% |
| All | +90.2% | +1,180.9% | -1,090.7% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling