+35.4%
ARES vs JEPI
+29.2%
+6.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.8% |
| 7D | -7.7% | -2.0% | -5.7% | -3.6% |
| 30D | -8.7% | -2.0% | -6.7% | -4.7% |
| 3M | +2.8% | +3.8% | -1.0% | -4.4% |
| 6M | +23.1% | +0.8% | +22.2% | +21.4% |
| YTD | -17.3% | +3.7% | -21.0% | -22.6% |
| 1Y | -24.3% | +7.1% | -31.4% | -33.7% |
| All | +35.4% | +29.2% | +6.2% | -8.0% |
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