+90.2%
JEPQ vs AUR
+60.7%
+29.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +0.8% | -6.4% | +7.2% | +1.2% |
| 3M | +4.0% | +7.7% | -3.7% | +3.0% |
| 6M | +10.4% | +44.5% | -34.1% | +6.2% |
| YTD | +11.4% | +67.4% | -56.0% | +5.7% |
| 1Y | +18.9% | +15.4% | +3.5% | +15.8% |
| 3Y | +70.3% | +94.8% | -24.6% | +50.0% |
| All | +90.2% | +60.7% | +29.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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