+90.2%
JEPQ vs APA
+17.3%
+72.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.2% | +4.6% | -4.7% | -0.6% |
| 30D | +0.8% | +11.9% | -11.1% | -0.4% |
| 3M | +4.0% | +22.5% | -18.5% | +1.6% |
| 6M | +10.4% | +37.5% | -27.2% | +5.6% |
| YTD | +11.4% | +87.2% | -75.7% | +2.2% |
| 1Y | +18.9% | +101.4% | -82.5% | +7.5% |
| 3Y | +70.3% | +16.9% | +53.4% | +58.6% |
| All | +90.2% | +17.3% | +72.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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