+36.1%
ARES vs EFV
+91.8%
-55.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | +0.5% | +2.5% | -2.1% | -2.3% |
| 30D | +19.7% | +2.9% | +16.7% | +16.0% |
| 3M | -9.0% | -1.4% | -7.5% | -7.4% |
| 6M | +11.5% | +5.5% | +6.0% | +5.4% |
| YTD | -13.8% | +16.1% | -29.9% | -26.8% |
| 1Y | -5.6% | +20.3% | -25.9% | -23.0% |
| 3Y | +36.1% | +90.4% | -54.3% | -32.0% |
| All | +36.1% | +91.8% | -55.7% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling