+330.8%
JCI vs ARES
+971.5%
-640.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.5% |
| 7D | +0.4% | -7.7% | +8.1% | +3.1% |
| 30D | -7.7% | -8.7% | +1.0% | -5.1% |
| 3M | +2.8% | +2.8% | -0.1% | +1.0% |
| 6M | +7.2% | +23.1% | -15.8% | -2.0% |
| YTD | +20.0% | -17.3% | +37.2% | +24.5% |
| 1Y | +33.3% | -24.3% | +57.6% | +42.0% |
| 3Y | +161.3% | +34.9% | +126.4% | +121.4% |
| 5Y | +108.8% | +93.5% | +15.3% | +51.6% |
| All | +330.8% | +971.5% | -640.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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