+1,148.2%
ARES vs AME
+438.4%
+709.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +8.1% | -4.1% | +12.3% | +11.0% |
| 30D | +18.9% | -4.1% | +23.1% | +21.4% |
| 3M | +2.3% | -5.6% | +8.0% | +5.3% |
| 6M | +12.7% | +2.8% | +9.9% | +8.6% |
| YTD | -10.8% | +16.6% | -27.4% | -22.7% |
| 1Y | -5.3% | +21.1% | -26.4% | -20.4% |
| 3Y | +42.0% | +61.1% | -19.0% | -5.1% |
| 5Y | +88.3% | +76.6% | +11.7% | +17.6% |
| 10Y | +1,148.2% | +431.3% | +716.9% | +327.3% |
| All | +1,148.2% | +438.4% | +709.8% | +327.3% |
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