+1,112.5%
ARES vs AJG
+587.3%
+525.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.5% |
| 7D | -2.7% | -7.4% | +4.7% | +1.6% |
| 30D | -2.4% | -3.0% | +0.6% | -1.0% |
| 3M | +3.9% | +12.8% | -8.9% | -4.5% |
| 6M | +26.4% | +12.8% | +13.5% | +15.6% |
| YTD | -14.9% | -4.7% | -10.1% | -14.6% |
| 1Y | -20.4% | -17.2% | -3.2% | -13.4% |
| 3Y | +38.8% | +10.2% | +28.6% | +20.5% |
| 5Y | +97.0% | +76.9% | +20.0% | +23.3% |
| 10Y | +999.8% | +480.5% | +519.3% | +269.8% |
| All | +1,112.5% | +587.3% | +525.2% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling