+53.9%
JEPQ vs AMIX
-99.9%
+153.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.4% | -3.4% | +4.8% | +1.5% |
| 30D | +1.3% | -54.4% | +55.7% | +1.6% |
| 3M | +3.8% | -45.7% | +49.6% | +2.9% |
| 6M | +12.2% | -49.2% | +61.3% | +11.1% |
| YTD | +11.6% | -60.3% | +71.9% | +10.6% |
| 1Y | +19.9% | -81.4% | +101.2% | +19.2% |
| All | +53.9% | -99.9% | +153.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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