+283.2%
AEP vs ARES
+1,157.9%
-874.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +3.2% | +19.7% | -16.5% | +1.4% |
| 3M | +3.8% | -9.0% | +12.8% | +4.6% |
| 6M | +2.5% | +11.5% | -9.0% | +1.1% |
| YTD | +15.5% | -13.8% | +29.3% | +16.3% |
| 1Y | +9.6% | -5.6% | +15.2% | +9.2% |
| 3Y | +91.2% | +36.1% | +55.0% | +77.8% |
| 5Y | +88.2% | +82.7% | +5.5% | +65.2% |
| 10Y | +205.1% | +1,101.7% | -896.6% | +130.4% |
| All | +283.2% | +1,157.9% | -874.7% | +194.4% |
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