-5.6%
ARES vs EFV
+19.5%
-25.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | +0.5% | +2.5% | -2.1% | -2.2% |
| 30D | +19.7% | +2.9% | +16.7% | +16.2% |
| 3M | -9.0% | -1.4% | -7.5% | -7.5% |
| 6M | +11.5% | +5.5% | +6.0% | +5.8% |
| YTD | -13.8% | +16.1% | -29.9% | -24.5% |
| 1Y | -5.6% | +20.3% | -25.9% | -19.7% |
| All | -5.6% | +19.5% | -25.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling