+252.6%
ARES vs JAAA
+29.3%
+223.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.7% |
| 7D | -7.7% | +0.1% | -7.8% | -7.9% |
| 30D | -8.7% | +0.4% | -9.2% | -9.8% |
| 3M | +2.8% | +1.2% | +1.6% | -0.4% |
| 6M | +23.1% | +2.7% | +20.4% | +14.9% |
| YTD | -17.3% | +3.2% | -20.4% | -23.5% |
| 1Y | -24.3% | +4.8% | -29.1% | -32.5% |
| 3Y | +34.9% | +19.0% | +16.0% | +9.8% |
| 5Y | +93.5% | +26.8% | +66.7% | +49.1% |
| All | +252.6% | +29.3% | +223.3% | +155.4% |
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