+82.8%
ARES vs ACGL
+173.3%
-90.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.5% | +2.2% | -1.7% | -0.4% |
| 30D | +19.7% | +12.3% | +7.4% | +14.3% |
| 3M | -9.0% | +11.8% | -20.8% | -13.0% |
| 6M | +11.5% | +17.5% | -5.9% | +3.9% |
| YTD | -13.8% | +14.3% | -28.1% | -19.3% |
| 1Y | -5.6% | +18.2% | -23.8% | -13.0% |
| 3Y | +36.1% | +33.2% | +3.0% | +15.5% |
| All | +82.8% | +173.3% | -90.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling