-59.0%
AAL vs ARES
+1,202.8%
-1,261.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +10.1% | +8.1% | +1.9% | +5.9% |
| 30D | +10.6% | +18.9% | -8.4% | +1.5% |
| 3M | -5.9% | +2.3% | -8.3% | -7.0% |
| 6M | +5.7% | +12.7% | -7.0% | -1.4% |
| YTD | -8.0% | -10.8% | +2.8% | -5.3% |
| 1Y | +6.0% | -5.3% | +11.3% | +5.6% |
| 3Y | +19.6% | +42.0% | -22.5% | -5.3% |
| 5Y | -34.6% | +88.3% | -122.9% | -56.0% |
| 10Y | -65.5% | +1,148.2% | -1,213.7% | -88.0% |
| All | -59.0% | +1,202.8% | -1,261.7% | -86.6% |
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 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