+20.7%
JEPQ vs BAM
-8.8%
+29.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.7% | -2.0% | +2.6% | +1.1% |
| 30D | +2.0% | -2.9% | +4.9% | +2.5% |
| 3M | +2.0% | +9.4% | -7.4% | -0.2% |
| 6M | +10.4% | +10.8% | -0.4% | +7.1% |
| YTD | +11.6% | -0.4% | +12.0% | +10.7% |
| 1Y | +20.7% | -10.9% | +31.6% | +22.0% |
| All | +20.7% | -8.8% | +29.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling