+81.7%
AA vs ARES
+51.9%
+29.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +5.0% | +0.3% | +4.7% | +4.7% |
| 3M | -35.8% | +8.5% | -44.3% | -38.2% |
| 6M | -18.4% | +23.5% | -41.9% | -26.5% |
| YTD | -5.5% | -11.2% | +5.7% | -0.5% |
| 1Y | +61.0% | -19.3% | +80.2% | +77.0% |
| All | +81.7% | +51.9% | +29.8% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling