+1,172.8%
ARES vs ED
+224.8%
+948.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | +19.1% | +11.6% | +7.5% | +16.3% |
| 3M | +3.1% | +10.5% | -7.5% | +0.8% |
| 6M | +12.9% | +13.2% | -0.4% | +9.6% |
| YTD | -10.7% | +22.1% | -32.8% | -15.2% |
| 1Y | -5.5% | +24.2% | -29.7% | -10.9% |
| 3Y | +45.0% | +46.9% | -1.9% | +27.2% |
| 5Y | +87.4% | +80.8% | +6.6% | +53.5% |
| 10Y | +1,267.4% | +134.3% | +1,133.2% | +1,044.3% |
| All | +1,172.8% | +224.8% | +948.0% | +980.1% |
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