+90.2%
JEPQ vs AVTR
-52.9%
+143.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +0.8% | +6.3% | -5.5% | 0.0% |
| 3M | +4.0% | +53.3% | -49.3% | -2.3% |
| 6M | +10.4% | +78.6% | -68.3% | +1.2% |
| YTD | +11.4% | +29.2% | -17.8% | +6.7% |
| 1Y | +18.9% | +13.8% | +5.1% | +14.6% |
| 3Y | +70.3% | -27.4% | +97.7% | +72.3% |
| All | +90.2% | -52.9% | +143.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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