+19.9%
JEPQ vs AS
-22.5%
+42.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +1.4% | -2.6% | +4.1% | +1.8% |
| 30D | +1.3% | -22.1% | +23.5% | +4.9% |
| 3M | +3.8% | -15.3% | +19.2% | +5.9% |
| 6M | +12.2% | -15.6% | +27.7% | +13.8% |
| YTD | +11.6% | -23.2% | +34.7% | +14.3% |
| 1Y | +19.9% | -21.7% | +41.6% | +21.8% |
| All | +19.9% | -22.5% | +42.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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