+1,029.6%
ARES vs ECL
+153.2%
+876.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -0.3% | -0.8% | +0.4% | +0.1% |
| 30D | +1.3% | -2.5% | +3.8% | +2.8% |
| 3M | +10.4% | +8.3% | +2.0% | +4.8% |
| 6M | +29.0% | -1.1% | +30.1% | +28.9% |
| YTD | -12.2% | +6.5% | -18.7% | -16.4% |
| 1Y | -18.4% | +2.1% | -20.5% | -20.6% |
| 3Y | +43.2% | +57.6% | -14.4% | +3.8% |
| 5Y | +102.6% | +28.1% | +74.5% | +64.3% |
| 10Y | +1,029.6% | +153.2% | +876.4% | +541.0% |
| All | +1,029.6% | +153.2% | +876.4% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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