+90.2%
JEPQ vs APD
+38.2%
+52.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -4.6% | +5.7% | +2.0% |
| 30D | +1.3% | -4.2% | +5.5% | +2.2% |
| 3M | +4.7% | +5.0% | -0.3% | +3.4% |
| 6M | +10.6% | +8.9% | +1.7% | +8.2% |
| YTD | +11.4% | +21.9% | -10.5% | +6.1% |
| 1Y | +19.4% | +5.6% | +13.9% | +17.4% |
| 3Y | +71.7% | +6.9% | +64.8% | +67.2% |
| All | +90.2% | +38.2% | +52.0% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling