+90.5%
JEPQ vs ALM
+1,127.8%
-1,037.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | +2.0% | +32.0% | -30.0% | +0.8% |
| 3M | +2.0% | -15.0% | +17.0% | +2.1% |
| 6M | +10.4% | -10.1% | +20.5% | +9.9% |
| YTD | +11.6% | +99.4% | -87.8% | +8.6% |
| 1Y | +20.7% | +316.4% | -295.7% | +14.9% |
| 3Y | +70.8% | +2,022.0% | -1,951.2% | +55.5% |
| All | +90.5% | +1,127.8% | -1,037.3% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling