+1,089.9%
ARES vs AME
+442.0%
+647.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -0.3% | +8.1% | -8.4% | -5.8% |
| 30D | +15.3% | -3.8% | +19.1% | +17.3% |
| 3M | -5.4% | -6.6% | +1.3% | -1.9% |
| 6M | +10.0% | +4.6% | +5.5% | +4.7% |
| YTD | -14.7% | +17.9% | -32.6% | -26.7% |
| 1Y | -9.7% | +23.2% | -32.9% | -25.1% |
| 3Y | +35.8% | +62.9% | -27.1% | -10.0% |
| 5Y | +80.9% | +77.5% | +3.4% | +12.5% |
| All | +1,089.9% | +442.0% | +647.9% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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