+953.0%
ARES vs AME
+427.9%
+525.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -8.7% | -8.6% | -0.1% | -2.6% |
| 3M | +2.8% | +5.8% | -2.9% | -1.7% |
| 6M | +23.1% | +3.8% | +19.2% | +18.5% |
| YTD | -17.3% | +14.4% | -31.7% | -26.3% |
| 1Y | -24.3% | +25.8% | -50.1% | -37.7% |
| 3Y | +34.9% | +55.2% | -20.3% | -5.8% |
| 5Y | +93.5% | +85.5% | +8.0% | +18.8% |
| All | +953.0% | +427.9% | +525.2% | +265.1% |
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