+1,121.7%
ARES vs ACGL
+485.0%
+636.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.6% |
| 7D | +4.5% | +0.9% | +3.7% | +4.2% |
| 30D | +15.7% | +13.7% | +2.0% | +9.1% |
| 3M | -2.0% | +8.0% | -10.1% | -5.5% |
| 6M | +10.4% | +13.3% | -2.9% | +3.5% |
| YTD | -14.2% | +11.8% | -26.1% | -19.7% |
| 1Y | -7.8% | +22.2% | -30.0% | -17.3% |
| 3Y | +41.4% | +32.5% | +8.9% | +18.9% |
| 5Y | +83.7% | +160.2% | -76.5% | +7.1% |
| 10Y | +1,204.1% | +338.5% | +865.6% | +503.4% |
| All | +1,121.7% | +485.0% | +636.8% | +426.5% |
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