+191.2%
ACN vs ARES
+1,196.0%
-1,004.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -1.7% | +0.1% | -1.0% |
| 30D | +9.4% | +0.3% | +9.1% | +9.2% |
| 3M | +5.6% | +8.5% | -2.8% | +2.4% |
| 6M | -9.3% | +23.5% | -32.7% | -16.1% |
| YTD | -29.0% | -11.2% | -17.7% | -27.4% |
| 1Y | -24.7% | -19.3% | -5.4% | -21.1% |
| 3Y | -39.8% | +48.7% | -88.5% | -50.0% |
| 5Y | -40.9% | +106.5% | -147.5% | -56.8% |
| 10Y | +91.1% | +1,055.3% | -964.2% | -5.0% |
| All | +191.2% | +1,196.0% | -1,004.8% | +38.3% |
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 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