+97.0%
ARES vs EFV
+95.4%
+1.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.0% |
| 30D | -2.4% | 0.0% | -2.4% | -2.3% |
| 3M | +3.9% | +8.4% | -4.5% | -5.8% |
| 6M | +26.4% | +12.3% | +14.0% | +9.5% |
| YTD | -14.9% | +17.4% | -32.3% | -30.3% |
| 1Y | -20.4% | +27.1% | -47.5% | -41.1% |
| 3Y | +38.8% | +90.7% | -51.9% | -39.3% |
| 5Y | +97.0% | +95.6% | +1.4% | -16.9% |
| All | +97.0% | +95.4% | +1.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling