+90.2%
JEPQ vs AME
+99.1%
-8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.9% |
| 30D | +0.8% | -6.4% | +7.2% | +3.7% |
| 3M | +4.0% | +7.1% | -3.1% | +0.7% |
| 6M | +10.4% | +8.2% | +2.2% | +6.1% |
| YTD | +11.4% | +18.2% | -6.7% | +2.6% |
| 1Y | +18.9% | +26.7% | -7.8% | +5.8% |
| 3Y | +70.3% | +60.7% | +9.6% | +31.0% |
| All | +90.2% | +99.1% | -8.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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