-24.3%
ARES vs EFV
+26.5%
-50.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | -7.7% | -2.0% | -5.7% | -5.7% |
| 30D | -8.7% | -0.2% | -8.5% | -8.5% |
| 3M | +2.8% | +9.1% | -6.3% | -6.0% |
| 6M | +23.1% | +11.7% | +11.4% | +10.5% |
| YTD | -17.3% | +17.0% | -34.3% | -30.0% |
| 1Y | -24.3% | +26.7% | -51.0% | -42.7% |
| All | -24.3% | +26.5% | -50.8% | -42.7% |
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