+17.5%
AEP vs ARES
-22.9%
+40.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.1% |
| 7D | -1.0% | -7.7% | +6.7% | -1.3% |
| 30D | -0.1% | -8.7% | +8.6% | -0.4% |
| 3M | -3.2% | +2.8% | -6.0% | -2.8% |
| 6M | -5.3% | +23.1% | -28.3% | -4.1% |
| YTD | +9.5% | -17.3% | +26.8% | +9.5% |
| 1Y | +17.5% | -24.3% | +41.8% | +16.2% |
| All | +17.5% | -22.9% | +40.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling