-19.3%
ARES vs ALLE
-5.8%
-13.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | +0.3% | -6.8% | +7.1% | +2.4% |
| 3M | +8.5% | +21.0% | -12.6% | +2.9% |
| 6M | +23.5% | +1.1% | +22.4% | +23.0% |
| YTD | -11.2% | -0.5% | -10.7% | -12.5% |
| 1Y | -19.3% | -7.3% | -12.0% | -17.3% |
| All | -19.3% | -5.8% | -13.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling