+95.5%
ARES vs JAAA
+26.5%
+69.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -6.1% | +0.1% | -6.2% | -6.3% |
| 30D | -7.5% | +0.5% | -8.1% | -8.9% |
| 3M | +0.1% | +1.3% | -1.2% | -3.3% |
| 6M | +30.3% | +2.8% | +27.5% | +21.0% |
| YTD | -16.6% | +3.3% | -19.9% | -23.2% |
| 1Y | -26.1% | +4.9% | -31.0% | -34.5% |
| 3Y | +36.4% | +19.0% | +17.5% | +13.2% |
| All | +95.5% | +26.5% | +69.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling