+90.5%
JEPQ vs ARES
+131.3%
-40.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.7% | -1.7% | +2.3% | +1.1% |
| 30D | +2.0% | +0.3% | +1.7% | +1.8% |
| 3M | +2.0% | +8.5% | -6.5% | -0.8% |
| 6M | +10.4% | +23.5% | -13.1% | +2.7% |
| YTD | +11.6% | -11.2% | +22.8% | +14.0% |
| 1Y | +20.7% | -19.3% | +40.0% | +26.5% |
| 3Y | +70.8% | +48.7% | +22.2% | +39.6% |
| All | +90.5% | +131.3% | -40.8% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling