-18.4%
ARES vs ECL
+2.9%
-21.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -0.8% | +0.4% | -0.1% |
| 30D | +1.3% | -2.5% | +3.8% | +2.1% |
| 3M | +10.4% | +8.3% | +2.0% | +7.5% |
| 6M | +29.0% | -1.1% | +30.1% | +28.9% |
| YTD | -12.2% | +6.5% | -18.7% | -15.3% |
| 1Y | -18.4% | +2.1% | -20.5% | -20.7% |
| All | -18.4% | +2.9% | -21.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling