+90.4%
JEPQ vs APO
+177.1%
-86.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.3% | +3.9% | -2.5% | +0.1% |
| 3M | +3.8% | +3.8% | +0.1% | +2.4% |
| 6M | +12.2% | +22.3% | -10.1% | +5.1% |
| YTD | +11.6% | -7.8% | +19.4% | +12.9% |
| 1Y | +19.9% | -0.3% | +20.2% | +17.8% |
| 3Y | +71.9% | +57.1% | +14.8% | +41.6% |
| All | +90.4% | +177.1% | -86.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 all: compounded portfolio wealth divided by compounded APO 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…
all analysis · Full analysis span regression · 6 months rolling