+25.4%
AGG vs ARES
+1,181.8%
-1,156.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | -0.3% | +0.5% | +0.1% |
| 30D | -0.4% | +1.3% | -1.7% | -0.4% |
| 3M | -0.3% | +10.4% | -10.6% | -0.4% |
| 6M | -1.2% | +29.0% | -30.2% | -1.5% |
| YTD | -0.4% | -12.2% | +11.8% | -0.3% |
| 1Y | +0.4% | -18.4% | +18.8% | +0.5% |
| 3Y | +13.4% | +43.2% | -29.8% | +12.6% |
| 5Y | -1.4% | +102.6% | -104.0% | -2.7% |
| 10Y | +14.8% | +1,029.6% | -1,014.8% | +14.4% |
| All | +25.4% | +1,181.8% | -1,156.4% | +25.5% |
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