-32.5%
AAL vs ARES
+105.3%
-137.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -19.0% | +1.3% | -20.3% | -19.8% |
| 3M | -5.1% | +10.4% | -15.4% | -11.2% |
| 6M | +15.5% | +29.0% | -13.5% | -3.1% |
| YTD | -15.8% | -12.2% | -3.6% | -11.9% |
| 1Y | -0.3% | -18.4% | +18.1% | +8.7% |
| 3Y | -7.7% | +43.2% | -50.8% | -33.7% |
| 5Y | -32.5% | +102.6% | -135.1% | -63.3% |
| All | -32.5% | +105.3% | -137.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling