+90.4%
JEPQ vs AR
+2.7%
+87.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.4% | -1.8% | +3.3% | +1.6% |
| 30D | +1.3% | +12.6% | -11.3% | 0.0% |
| 3M | +3.8% | +10.0% | -6.2% | +2.6% |
| 6M | +12.2% | +0.6% | +11.5% | +11.6% |
| YTD | +11.6% | +13.4% | -1.8% | +9.1% |
| 1Y | +19.9% | +21.7% | -1.8% | +15.9% |
| 3Y | +71.9% | +45.8% | +26.1% | +61.1% |
| All | +90.4% | +2.7% | +87.8% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling