+9.5%
JEPQ vs APA
+107.6%
-98.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.9% |
| 7D | +3.4% | +8.5% | -5.1% | +3.9% |
| 30D | -5.6% | +2.8% | -8.4% | -5.4% |
| 3M | -4.2% | +21.7% | -25.9% | -2.6% |
| 6M | -0.2% | +32.6% | -32.8% | +2.4% |
| YTD | +6.7% | +103.7% | -97.0% | +8.7% |
| 1Y | +9.5% | +101.8% | -92.3% | +11.5% |
| All | +9.5% | +107.6% | -98.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling