+1,164.6%
ARES vs AEE
+278.6%
+886.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.3% | -2.3% | +2.5% | +1.1% |
| 3M | +8.5% | +0.2% | +8.3% | +8.0% |
| 6M | +23.5% | -4.7% | +28.2% | +25.0% |
| YTD | -11.2% | +8.1% | -19.3% | -14.6% |
| 1Y | -19.3% | +8.5% | -27.8% | -22.7% |
| 3Y | +48.7% | +48.9% | -0.2% | +24.5% |
| 5Y | +106.5% | +39.9% | +66.6% | +76.9% |
| 10Y | +1,055.3% | +186.5% | +868.8% | +806.8% |
| All | +1,164.6% | +278.6% | +886.0% | +874.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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