-6.9%
ARES vs EFX
-7.5%
+0.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +5.3% |
| 7D | +10.5% | +9.2% | +1.3% | +7.3% |
| 30D | +16.8% | +34.8% | -18.0% | +5.5% |
| 3M | -3.2% | +8.8% | -12.1% | -6.2% |
| 6M | +16.4% | +12.3% | +4.1% | +11.2% |
| YTD | -12.4% | -10.6% | -1.8% | -8.4% |
| 1Y | -6.9% | -6.7% | -0.1% | -3.7% |
| All | -6.9% | -7.5% | +0.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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