+90.2%
JEPQ vs APTV
-57.6%
+147.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -5.0% | +4.9% | +0.9% |
| 30D | +0.8% | -6.1% | +6.8% | +2.0% |
| 3M | +4.0% | -33.0% | +37.0% | +12.5% |
| 6M | +10.4% | -35.2% | +45.6% | +19.6% |
| YTD | +11.4% | -40.1% | +51.6% | +22.4% |
| 1Y | +18.9% | -45.6% | +64.5% | +33.4% |
| 3Y | +70.3% | -54.4% | +124.6% | +94.3% |
| All | +90.2% | -57.6% | +147.8% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling