+93.5%
ARES vs AFL
+131.0%
-37.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.6% |
| 7D | -7.7% | -3.3% | -4.4% | -5.9% |
| 30D | -8.7% | -5.0% | -3.7% | -6.1% |
| 3M | +2.8% | -1.8% | +4.6% | +3.3% |
| 6M | +23.1% | +4.8% | +18.2% | +18.2% |
| YTD | -17.3% | +5.4% | -22.7% | -21.4% |
| 1Y | -24.3% | +9.0% | -33.3% | -30.0% |
| 3Y | +34.9% | +63.0% | -28.1% | -9.7% |
| 5Y | +93.5% | +134.5% | -41.0% | -5.6% |
| All | +93.5% | +131.0% | -37.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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