+1,119.4%
ARES vs ACGL
+502.9%
+616.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +4.9% | +6.4% | -1.5% | +2.0% |
| 30D | +13.6% | +16.6% | -3.0% | +5.9% |
| 3M | -3.3% | +11.6% | -14.9% | -8.1% |
| 6M | +11.0% | +17.5% | -6.4% | +2.4% |
| YTD | -14.4% | +15.3% | -29.7% | -20.9% |
| 1Y | -9.1% | +26.3% | -35.4% | -19.7% |
| 3Y | +37.1% | +35.9% | +1.2% | +14.1% |
| 5Y | +83.3% | +168.2% | -84.9% | +5.5% |
| 10Y | +1,201.6% | +352.0% | +849.6% | +494.1% |
| All | +1,119.4% | +502.9% | +616.5% | +418.4% |
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 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