+88.7%
JEPQ vs APD
+37.5%
+51.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -3.5% | +2.8% | +0.1% |
| 30D | +0.6% | -5.1% | +5.6% | +1.6% |
| 3M | +5.8% | +6.9% | -1.1% | +4.1% |
| 6M | +9.7% | +8.1% | +1.6% | +7.4% |
| YTD | +10.5% | +21.2% | -10.7% | +5.3% |
| 1Y | +18.4% | +4.9% | +13.5% | +16.6% |
| 3Y | +70.3% | +6.3% | +64.0% | +66.0% |
| All | +88.7% | +37.5% | +51.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling