+88.7%
JEPQ vs AON
+11.6%
+77.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.7% | -5.9% | +5.2% | +0.3% |
| 30D | +0.6% | -13.7% | +14.2% | +2.9% |
| 3M | +5.8% | -8.3% | +14.1% | +6.7% |
| 6M | +9.7% | -3.6% | +13.3% | +9.1% |
| YTD | +10.5% | -12.4% | +22.9% | +12.4% |
| 1Y | +18.4% | -14.6% | +33.0% | +21.1% |
| 3Y | +70.3% | -5.7% | +76.0% | +67.6% |
| All | +88.7% | +11.6% | +77.1% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling