+47.8%
JEPQ vs AS
+123.4%
-75.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.4% | -4.9% | +8.3% | +4.1% |
| 30D | -5.6% | +3.9% | -9.5% | -6.2% |
| 3M | -4.2% | -9.6% | +5.4% | -2.9% |
| 6M | -0.2% | -8.7% | +8.5% | +0.7% |
| YTD | +6.7% | -19.8% | +26.6% | +9.2% |
| 1Y | +9.5% | -1.5% | +11.0% | +8.6% |
| All | +47.8% | +123.4% | -75.6% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling