+333.1%
ARES vs ACI
+21.8%
+311.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 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% | +12.4% |
| 6M | +29.0% | -29.9% | +59.0% | +32.3% |
| YTD | -12.2% | -26.9% | +14.7% | -10.5% |
| 1Y | -18.4% | -34.2% | +15.8% | -16.1% |
| 3Y | +43.2% | -43.6% | +86.8% | +48.8% |
| 5Y | +102.6% | -42.4% | +145.0% | +108.0% |
| All | +333.1% | +21.8% | +311.3% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling