+90.2%
JEPQ vs AVAV
+61.5%
+28.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +0.4% |
| 7D | +1.1% | -3.2% | +4.2% | +1.4% |
| 30D | +1.3% | -25.6% | +26.9% | +4.1% |
| 3M | +4.7% | -20.2% | +24.9% | +6.2% |
| 6M | +10.6% | -38.1% | +48.7% | +14.5% |
| YTD | +11.4% | -41.8% | +53.2% | +14.7% |
| 1Y | +19.4% | -39.0% | +58.5% | +21.4% |
| 3Y | +71.7% | +24.1% | +47.6% | +51.5% |
| All | +90.2% | +61.5% | +28.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling