+953.0%
ARES vs EFV
+167.0%
+786.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | -7.7% | -2.0% | -5.7% | -5.6% |
| 30D | -8.7% | -0.2% | -8.5% | -8.5% |
| 3M | +2.8% | +9.1% | -6.3% | -6.4% |
| 6M | +23.1% | +11.7% | +11.4% | +9.1% |
| YTD | -17.3% | +17.0% | -34.3% | -30.3% |
| 1Y | -24.3% | +26.7% | -51.0% | -41.5% |
| 3Y | +34.9% | +90.2% | -55.2% | -32.8% |
| 5Y | +93.5% | +96.1% | -2.6% | -5.3% |
| All | +953.0% | +167.0% | +786.0% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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