+95.5%
ARES vs AJG
+74.4%
+21.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -6.1% | -8.3% | +2.2% | -2.3% |
| 30D | -7.5% | -5.7% | -1.8% | -5.2% |
| 3M | +0.1% | +9.1% | -9.0% | -5.4% |
| 6M | +30.3% | +15.2% | +15.1% | +19.2% |
| YTD | -16.6% | -6.3% | -10.3% | -15.2% |
| 1Y | -26.1% | -19.1% | -7.0% | -18.0% |
| 3Y | +36.4% | +8.2% | +28.2% | +16.0% |
| All | +95.5% | +74.4% | +21.1% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling