-61.8%
AAL vs ARES
+1,196.0%
-1,257.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -3.7% | -1.7% | -2.1% | -2.9% |
| 30D | -20.8% | +0.3% | -21.1% | -21.0% |
| 3M | -1.3% | +8.5% | -9.8% | -6.1% |
| 6M | +5.4% | +23.5% | -18.1% | -7.1% |
| YTD | -14.4% | -11.2% | -3.1% | -11.8% |
| 1Y | +2.1% | -19.3% | +21.4% | +10.1% |
| 3Y | -10.6% | +48.7% | -59.2% | -31.0% |
| 5Y | -32.2% | +106.5% | -138.7% | -56.4% |
| 10Y | -62.7% | +1,055.3% | -1,118.0% | -86.8% |
| All | -61.8% | +1,196.0% | -1,257.8% | -87.5% |
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