+1,164.6%
ARES vs AIG
+91.0%
+1,073.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.6% |
| 7D | -1.7% | -0.9% | -0.7% | -1.2% |
| 30D | +0.3% | -4.9% | +5.2% | +2.5% |
| 3M | +8.5% | +4.5% | +4.0% | +6.0% |
| 6M | +23.5% | -1.4% | +24.9% | +23.7% |
| YTD | -11.2% | -9.8% | -1.4% | -7.8% |
| 1Y | -19.3% | -4.5% | -14.8% | -18.7% |
| 3Y | +48.7% | +37.4% | +11.2% | +26.2% |
| 5Y | +106.5% | +55.0% | +51.6% | +65.4% |
| 10Y | +1,055.3% | +63.7% | +991.7% | +673.9% |
| All | +1,164.6% | +91.0% | +1,073.6% | +725.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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