+20.7%
JEPQ vs APTV
-39.9%
+60.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | +0.7% | +4.8% | -4.1% | +0.2% |
| 30D | +2.0% | +2.0% | 0.0% | +1.7% |
| 3M | +2.0% | -34.2% | +36.2% | +6.8% |
| 6M | +10.4% | -34.7% | +45.1% | +15.9% |
| YTD | +11.6% | -37.0% | +48.6% | +16.9% |
| 1Y | +20.7% | -40.4% | +61.1% | +27.8% |
| All | +20.7% | -39.9% | +60.6% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling