+71.9%
JEPQ vs APD
+10.0%
+61.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +1.4% | -2.5% | +3.9% | +1.8% |
| 30D | +1.3% | -1.9% | +3.2% | +1.6% |
| 3M | +3.8% | +8.2% | -4.4% | +2.6% |
| 6M | +12.2% | +10.7% | +1.4% | +10.3% |
| YTD | +11.6% | +22.9% | -11.4% | +7.8% |
| 1Y | +19.9% | +5.8% | +14.1% | +18.8% |
| 3Y | +71.9% | +7.8% | +64.1% | +70.1% |
| All | +71.9% | +10.0% | +61.9% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling