+18.4%
JEPQ vs AR
+22.8%
-4.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -1.3% | +0.7% | -0.7% |
| 30D | +0.6% | +3.5% | -3.0% | +0.6% |
| 3M | +5.8% | +9.9% | -4.1% | +6.1% |
| 6M | +9.7% | +4.5% | +5.1% | +9.5% |
| YTD | +10.5% | +13.7% | -3.1% | +9.6% |
| 1Y | +18.4% | +19.2% | -0.8% | +17.0% |
| All | +18.4% | +22.8% | -4.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling