-65.1%
AAL vs ARES
+1,006.5%
-1,071.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.9% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | -13.7% | -2.4% | -11.3% | -12.7% |
| 3M | -8.2% | +3.9% | -12.1% | -10.9% |
| 6M | +13.1% | +26.4% | -13.3% | -2.9% |
| YTD | -15.6% | -14.9% | -0.7% | -10.8% |
| 1Y | +1.4% | -20.4% | +21.8% | +10.8% |
| 3Y | -7.4% | +38.8% | -46.2% | -28.5% |
| 5Y | -35.9% | +97.0% | -132.9% | -60.5% |
| 10Y | -65.1% | +999.8% | -1,064.9% | -88.6% |
| All | -65.1% | +1,006.5% | -1,071.6% | -88.6% |
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