+102.6%
ARES vs ACI
-44.9%
+147.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | -0.3% | -2.6% | +2.2% | -0.1% |
| 30D | +1.3% | +1.1% | +0.2% | +1.2% |
| 3M | +10.4% | -23.6% | +34.0% | +13.2% |
| 6M | +29.0% | -29.9% | +59.0% | +33.6% |
| YTD | -12.2% | -26.9% | +14.7% | -9.9% |
| 1Y | -18.4% | -34.2% | +15.8% | -15.1% |
| 3Y | +43.2% | -43.6% | +86.8% | +51.6% |
| 5Y | +102.6% | -42.4% | +145.0% | +109.6% |
| All | +102.6% | -44.9% | +147.5% | +109.6% |
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