+90.2%
JEPQ vs AON
+9.7%
+80.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.2% | -6.3% | +6.2% | +0.9% |
| 30D | +0.8% | -14.1% | +14.9% | +3.2% |
| 3M | +4.0% | -9.5% | +13.4% | +5.0% |
| 6M | +10.4% | -4.0% | +14.4% | +9.7% |
| YTD | +11.4% | -13.8% | +25.2% | +13.6% |
| 1Y | +18.9% | -18.3% | +37.2% | +23.0% |
| 3Y | +70.3% | -7.2% | +77.5% | +67.9% |
| All | +90.2% | +9.7% | +80.5% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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