-2.4%
AGG vs ARES
+90.2%
-92.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -0.9% | -7.7% | +6.8% | -0.7% |
| 30D | -1.0% | -8.7% | +7.8% | -0.8% |
| 3M | -1.3% | +2.8% | -4.1% | -1.4% |
| 6M | -2.1% | +23.1% | -25.1% | -2.6% |
| YTD | -1.2% | -17.3% | +16.0% | -0.9% |
| 1Y | -0.5% | -24.3% | +23.8% | 0.0% |
| 3Y | +12.4% | +34.9% | -22.5% | +9.9% |
| 5Y | -2.4% | +93.5% | -95.9% | -6.7% |
| All | -2.4% | +90.2% | -92.6% | -6.7% |
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