+82.7%
ARES vs ACI
-43.3%
+126.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +4.5% | -2.2% | +6.8% | +4.9% |
| 30D | +15.7% | +10.3% | +5.5% | +14.5% |
| 3M | -2.0% | +7.2% | -9.2% | -2.8% |
| 6M | +10.4% | -18.0% | +28.4% | +12.4% |
| YTD | -14.2% | -22.0% | +7.8% | -12.5% |
| 1Y | -7.8% | -23.4% | +15.6% | -5.7% |
| 3Y | +41.4% | -35.8% | +77.2% | +47.4% |
| All | +82.7% | -43.3% | +126.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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