+299.9%
ACN vs ARES
+1,204.3%
-904.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.5% | -3.7% |
| 7D | -2.5% | +5.0% | -7.5% | -4.1% |
| 30D | +22.6% | +19.1% | +3.6% | +16.0% |
| 3M | +45.9% | +3.1% | +42.8% | +44.3% |
| 6M | +43.8% | +12.9% | +31.0% | +37.4% |
| YTD | -2.5% | -10.7% | +8.2% | -0.6% |
| 1Y | +6.5% | -5.5% | +12.0% | +6.4% |
| 3Y | -14.2% | +45.0% | -59.2% | -28.0% |
| 5Y | -24.4% | +87.4% | -111.8% | -43.2% |
| 10Y | +156.3% | +1,267.4% | -1,111.1% | +24.8% |
| All | +299.9% | +1,204.3% | -904.5% | +89.3% |
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