+39.4%
ARES vs ACGL
+33.2%
+6.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | -1.4% | +2.1% | +1.1% |
| 30D | +16.7% | +12.4% | +4.3% | +13.4% |
| 3M | -2.6% | +11.1% | -13.7% | -5.2% |
| 6M | +13.0% | +16.3% | -3.4% | +8.4% |
| YTD | -11.7% | +13.8% | -25.5% | -15.3% |
| 1Y | -6.7% | +20.4% | -27.1% | -12.2% |
| All | +39.4% | +33.2% | +6.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling