-5.3%
ARES vs ED
+25.7%
-31.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | +0.1% |
| 7D | +8.1% | +2.1% | +6.0% | +8.8% |
| 30D | +18.9% | +12.4% | +6.5% | +25.1% |
| 3M | +2.3% | +13.1% | -10.8% | +8.0% |
| 6M | +12.7% | +14.1% | -1.4% | +20.2% |
| YTD | -10.8% | +23.1% | -33.8% | +1.1% |
| 1Y | -5.3% | +25.4% | -30.8% | +9.2% |
| All | -5.3% | +25.7% | -31.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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