+8.4%
JEPQ vs APTV
-46.4%
+54.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.5% |
| 7D | -4.9% | -1.9% | -3.1% | -4.8% |
| 30D | -6.7% | -1.4% | -5.2% | -6.6% |
| 3M | -3.0% | -9.3% | +6.3% | -2.2% |
| 6M | +1.4% | -27.3% | +28.7% | +4.4% |
| YTD | +6.5% | -43.1% | +49.6% | +12.1% |
| 1Y | +8.4% | -46.5% | +54.9% | +15.5% |
| All | +8.4% | -46.4% | +54.8% | +15.5% |
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