+1,164.6%
ARES vs ALLE
+250.3%
+914.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | +0.3% | -6.8% | +7.1% | +4.1% |
| 3M | +8.5% | +21.0% | -12.6% | -2.7% |
| 6M | +23.5% | +1.1% | +22.4% | +21.4% |
| YTD | -11.2% | -0.5% | -10.7% | -12.4% |
| 1Y | -19.3% | -7.3% | -12.0% | -17.3% |
| 3Y | +48.7% | +42.3% | +6.4% | +18.6% |
| 5Y | +106.5% | +13.5% | +93.1% | +82.2% |
| 10Y | +1,055.3% | +144.0% | +911.3% | +643.6% |
| All | +1,164.6% | +250.3% | +914.4% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling