+90.4%
JEPQ vs APD
+39.4%
+51.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | +1.3% | -1.9% | +3.2% | +1.7% |
| 3M | +3.8% | +8.2% | -4.4% | +1.9% |
| 6M | +12.2% | +10.7% | +1.4% | +9.3% |
| YTD | +11.6% | +22.9% | -11.4% | +6.0% |
| 1Y | +19.9% | +5.8% | +14.1% | +17.9% |
| 3Y | +71.9% | +7.8% | +64.1% | +67.1% |
| All | +90.4% | +39.4% | +51.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling