+68.9%
JEPQ vs APTV
-55.3%
+124.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -0.7% | -1.8% | +1.2% | -0.4% |
| 30D | +0.6% | -7.9% | +8.5% | +1.7% |
| 3M | +5.8% | -29.9% | +35.7% | +11.3% |
| 6M | +9.7% | -36.6% | +46.2% | +16.9% |
| YTD | +10.5% | -40.0% | +50.5% | +18.6% |
| 1Y | +18.4% | -44.0% | +62.4% | +28.4% |
| All | +68.9% | -55.3% | +124.2% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling