+105.4%
JEPQ vs BAM
+71.9%
+33.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | +1.3% | -6.0% | +7.3% | +2.9% |
| 3M | +3.8% | +7.3% | -3.5% | +1.5% |
| 6M | +12.2% | +8.2% | +4.0% | +9.0% |
| YTD | +11.6% | -3.8% | +15.4% | +11.8% |
| 1Y | +19.9% | -10.7% | +30.6% | +22.4% |
| 3Y | +71.9% | +55.3% | +16.6% | +52.1% |
| All | +105.4% | +71.9% | +33.5% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling