+1,164.6%
ARES vs ACGL
+434.9%
+729.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.2% |
| 7D | -1.7% | -0.7% | -0.9% | -1.3% |
| 30D | +0.3% | -1.0% | +1.3% | +0.7% |
| 3M | +8.5% | +11.0% | -2.6% | +2.7% |
| 6M | +23.5% | -0.3% | +23.8% | +22.8% |
| YTD | -11.2% | +2.3% | -13.5% | -13.3% |
| 1Y | -19.3% | +6.4% | -25.7% | -22.9% |
| 3Y | +48.7% | +34.0% | +14.7% | +23.4% |
| 5Y | +106.5% | +161.6% | -55.1% | +19.6% |
| 10Y | +1,055.3% | +278.6% | +776.7% | +465.6% |
| All | +1,164.6% | +434.9% | +729.7% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling