+346.7%
AEM vs ARES
+971.5%
-624.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.6% |
| 7D | -5.0% | -7.7% | +2.6% | -4.1% |
| 30D | +8.5% | -8.7% | +17.2% | +9.7% |
| 3M | +29.3% | +2.8% | +26.4% | +28.6% |
| 6M | -12.9% | +23.1% | -36.0% | -15.3% |
| YTD | +16.8% | -17.3% | +34.0% | +18.6% |
| 1Y | +29.8% | -24.3% | +54.1% | +33.1% |
| 3Y | +336.7% | +34.9% | +301.8% | +310.9% |
| 5Y | +299.9% | +93.5% | +206.5% | +256.0% |
| All | +346.7% | +971.5% | -624.8% | +275.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling