+170.8%
AEP vs ARES
+971.5%
-800.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -1.0% | -7.7% | +6.7% | -0.2% |
| 30D | -0.1% | -8.7% | +8.6% | +0.8% |
| 3M | -3.2% | +2.8% | -6.0% | -3.7% |
| 6M | -5.3% | +23.1% | -28.3% | -7.9% |
| YTD | +9.5% | -17.3% | +26.8% | +11.1% |
| 1Y | +17.5% | -24.3% | +41.8% | +20.2% |
| 3Y | +77.0% | +34.9% | +42.1% | +62.0% |
| 5Y | +66.4% | +93.5% | -27.1% | +40.2% |
| All | +170.8% | +971.5% | -800.7% | +93.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling