+102.6%
ARES vs AEIS
+228.8%
-126.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.1% |
| 7D | -0.3% | +8.1% | -8.5% | -3.3% |
| 30D | +1.3% | -11.1% | +12.4% | +5.0% |
| 3M | +10.4% | -5.6% | +16.0% | +8.4% |
| 6M | +29.0% | -0.6% | +29.7% | +20.0% |
| YTD | -12.2% | +38.0% | -50.2% | -31.3% |
| 1Y | -18.4% | +87.2% | -105.7% | -46.5% |
| 3Y | +43.2% | +179.7% | -136.5% | -28.4% |
| 5Y | +102.6% | +241.7% | -139.2% | -17.0% |
| All | +102.6% | +228.8% | -126.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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