-61.7%
AAL vs ARES
+1,152.0%
-1,213.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +4.6% | +4.5% | +0.1% | +2.4% |
| 30D | +2.6% | +15.7% | -13.2% | -4.7% |
| 3M | -17.8% | -2.0% | -15.8% | -17.0% |
| 6M | +1.9% | +10.4% | -8.6% | -4.1% |
| YTD | -14.0% | -14.2% | +0.2% | -9.8% |
| 1Y | +0.2% | -7.8% | +8.0% | +1.1% |
| 3Y | +13.0% | +41.4% | -28.3% | -10.3% |
| 5Y | -39.6% | +83.7% | -123.3% | -58.8% |
| 10Y | -65.7% | +1,204.1% | -1,269.8% | -88.0% |
| All | -61.7% | +1,152.0% | -1,213.7% | -87.2% |
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 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