+961.2%
ARES vs AJG
+473.1%
+488.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | -6.1% | -8.3% | +2.2% | -1.3% |
| 30D | -7.5% | -5.7% | -1.8% | -4.6% |
| 3M | +0.1% | +9.1% | -9.0% | -6.4% |
| 6M | +30.3% | +15.2% | +15.1% | +17.1% |
| YTD | -16.6% | -6.3% | -10.3% | -15.6% |
| 1Y | -26.1% | -19.1% | -7.0% | -18.1% |
| 3Y | +36.4% | +8.2% | +28.2% | +18.3% |
| 5Y | +95.0% | +75.6% | +19.3% | +17.8% |
| All | +961.2% | +473.1% | +488.1% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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