+1,267.4%
ARES vs ECL
+205.6%
+1,061.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +2.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.4% |
| 30D | +19.1% | +8.8% | +10.2% | +13.3% |
| 3M | +3.1% | +7.8% | -4.8% | -1.5% |
| 6M | +12.9% | +21.3% | -8.5% | 0.0% |
| YTD | -10.7% | +17.8% | -28.4% | -19.9% |
| 1Y | -5.5% | +21.1% | -26.6% | -16.9% |
| 3Y | +45.0% | +80.1% | -35.1% | -3.1% |
| 5Y | +87.4% | +40.5% | +46.9% | +43.8% |
| 10Y | +1,267.4% | +197.7% | +1,069.7% | +624.1% |
| All | +1,267.4% | +205.6% | +1,061.8% | +624.1% |
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