+650.8%
ARES vs ALC
+21.6%
+629.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.1% |
| 7D | -0.3% | -3.7% | +3.3% | +1.9% |
| 30D | +1.3% | -3.7% | +5.0% | +3.6% |
| 3M | +10.4% | +4.6% | +5.8% | +6.8% |
| 6M | +29.0% | -14.6% | +43.6% | +40.3% |
| YTD | -12.2% | -11.9% | -0.3% | -6.4% |
| 1Y | -18.4% | -13.1% | -5.3% | -12.6% |
| 3Y | +43.2% | -15.0% | +58.2% | +50.5% |
| 5Y | +102.6% | -16.2% | +118.8% | +112.1% |
| All | +650.8% | +21.6% | +629.3% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling