+1,144.5%
ARES vs EAT
+321.8%
+822.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | +8.1% | -5.9% | +14.0% | +9.5% |
| 30D | +18.9% | +0.7% | +18.3% | +18.4% |
| 3M | +2.3% | -14.2% | +16.6% | +4.9% |
| 6M | +12.7% | +40.7% | -28.0% | +3.0% |
| YTD | -10.8% | +36.0% | -46.7% | -18.5% |
| 1Y | -5.3% | +83.1% | -88.4% | -19.5% |
| 3Y | +42.0% | +474.8% | -432.8% | -7.3% |
| 5Y | +88.3% | +347.6% | -259.3% | +24.6% |
| All | +1,144.5% | +321.8% | +822.7% | +683.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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