+79.3%
JEPQ vs AVAV
+41.6%
+37.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -1.4% | 0.0% | -1.3% | -1.5% |
| 30D | -8.6% | -9.9% | +1.3% | -7.9% |
| 3M | -4.5% | -34.7% | +30.2% | -0.9% |
| 6M | -1.3% | -26.6% | +25.3% | +0.3% |
| YTD | +5.0% | -48.9% | +54.0% | +9.2% |
| 1Y | +5.9% | -63.0% | +68.9% | +14.0% |
| 3Y | +58.0% | +1.6% | +56.4% | +42.5% |
| All | +79.3% | +41.6% | +37.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling