+36.4%
ARES vs JEPI
+30.1%
+6.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.7% |
| 7D | -6.1% | -1.0% | -5.1% | -4.1% |
| 30D | -7.5% | -1.4% | -6.1% | -4.7% |
| 3M | +0.1% | +3.5% | -3.4% | -6.6% |
| 6M | +30.3% | +1.9% | +28.3% | +25.6% |
| YTD | -16.6% | +4.4% | -21.0% | -23.1% |
| 1Y | -26.1% | +7.2% | -33.3% | -35.4% |
| 3Y | +36.4% | +29.8% | +6.7% | -8.6% |
| All | +36.4% | +30.1% | +6.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 3y: compounded portfolio wealth divided by compounded JEPI 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…
3y analysis · Full analysis span regression · 6 months rolling