+119.6%
ARES vs BOXX
+18.4%
+101.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -8.7% | +0.3% | -9.0% | -8.8% |
| 3M | +2.8% | +1.0% | +1.9% | +2.7% |
| 6M | +23.1% | +1.9% | +21.1% | +24.1% |
| YTD | -17.3% | +2.6% | -19.9% | -16.1% |
| 1Y | -24.3% | +4.0% | -28.3% | -21.8% |
| 3Y | +34.9% | +14.6% | +20.3% | +119.3% |
| All | +119.6% | +18.4% | +101.2% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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