+267.1%
ARES vs JAAA
+30.3%
+236.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.2% |
| 30D | +19.7% | +0.4% | +19.2% | +18.3% |
| 3M | -9.0% | +1.2% | -10.2% | -11.8% |
| 6M | +11.5% | +2.3% | +9.2% | +5.0% |
| YTD | -13.8% | +4.0% | -17.8% | -22.0% |
| 1Y | -5.6% | +4.8% | -10.4% | -16.1% |
| 3Y | +36.1% | +18.4% | +17.7% | +8.9% |
| 5Y | +82.7% | +27.5% | +55.2% | +38.6% |
| All | +267.1% | +30.3% | +236.9% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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