+90.4%
JEPQ vs AVAV
+70.6%
+19.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +1.4% | +3.2% | -1.8% | +1.1% |
| 30D | +1.3% | -20.3% | +21.7% | +3.5% |
| 3M | +3.8% | -19.4% | +23.3% | +5.3% |
| 6M | +12.2% | -35.3% | +47.4% | +15.7% |
| YTD | +11.6% | -38.5% | +50.1% | +14.3% |
| 1Y | +19.9% | -37.2% | +57.1% | +21.6% |
| 3Y | +71.9% | +31.1% | +40.8% | +50.9% |
| All | +90.4% | +70.6% | +19.8% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling