+90.2%
JEPQ vs AR
+2.8%
+87.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +1.3% | +5.5% | -4.2% | +0.7% |
| 3M | +4.7% | +12.9% | -8.2% | +3.1% |
| 6M | +10.6% | +0.1% | +10.5% | +10.2% |
| YTD | +11.4% | +13.5% | -2.1% | +9.0% |
| 1Y | +19.4% | +21.6% | -2.1% | +15.4% |
| 3Y | +71.7% | +46.0% | +25.7% | +60.9% |
| All | +90.2% | +2.8% | +87.5% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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