+301.0%
AEM vs ARES
+97.0%
+204.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.8% |
| 7D | +3.0% | -2.7% | +5.7% | +3.4% |
| 30D | +12.5% | -2.4% | +14.9% | +12.8% |
| 3M | +26.9% | +3.9% | +23.0% | +25.9% |
| 6M | -9.4% | +26.4% | -35.8% | -12.6% |
| YTD | +20.3% | -14.9% | +35.1% | +22.1% |
| 1Y | +33.8% | -20.4% | +54.2% | +36.9% |
| 3Y | +349.8% | +38.8% | +311.0% | +312.1% |
| 5Y | +301.0% | +97.0% | +204.0% | +239.8% |
| All | +301.0% | +97.0% | +204.0% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling