Saw a white egg shaped orb above I-25, in between Santa Fe and Albuquerque.

I was driving from Santa Fe to Albuquerque in the late morning, around noonish.  Driving on I-25, I looked out the side window of my car and noticed a white orb in the distance.  Over the next 10 minutes, it slowly approached the highway, with no signs of exhaust, wings, windows, or sound.  Eventually, it reached the highway directly about, probably about 500ft above my vehicle.  I noticed there was a hazy aura around the object and it was egg shaped.  Shortly after coasting above the highway, I noticed a military jet fly by in the distance, followed by a military helicopter that was heading straight for the UFO.  As I took my exit, I went around the ramp and proceeded to look back up in the sky.  I saw the helicopter above the highway, but the UFO was completely out of sight.  It had completely disappeared from the horizon.