+1,101.7%
ARES vs EFX
+80.5%
+1,021.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.5% | -0.8% | +1.2% | +0.8% |
| 30D | +19.7% | +25.1% | -5.4% | +7.3% |
| 3M | -9.0% | +1.7% | -10.6% | -10.3% |
| 6M | +11.5% | +18.4% | -6.8% | +1.0% |
| YTD | -13.8% | -12.5% | -1.3% | -10.5% |
| 1Y | -5.6% | -8.1% | +2.5% | -4.4% |
| 3Y | +36.1% | +4.8% | +31.3% | +23.9% |
| 5Y | +82.7% | -30.1% | +112.8% | +97.6% |
| All | +1,101.7% | +80.5% | +1,021.2% | +737.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling