+1,121.7%
ARES vs ED
+225.3%
+896.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +4.5% | +1.6% | +2.9% | +4.2% |
| 30D | +15.7% | +13.3% | +2.4% | +12.7% |
| 3M | -2.0% | +9.7% | -11.7% | -4.0% |
| 6M | +10.4% | +12.8% | -2.4% | +7.3% |
| YTD | -14.2% | +22.3% | -36.5% | -18.7% |
| 1Y | -7.8% | +26.3% | -34.1% | -13.3% |
| 3Y | +41.4% | +45.0% | -3.6% | +24.6% |
| 5Y | +83.7% | +80.2% | +3.5% | +50.7% |
| 10Y | +1,204.1% | +129.9% | +1,074.2% | +989.0% |
| All | +1,121.7% | +225.3% | +896.4% | +936.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling