+103.2%
ARES vs EFX
-35.1%
+138.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.4% |
| 7D | -0.3% | -7.8% | +7.5% | +3.6% |
| 30D | +1.3% | -5.7% | +7.0% | +4.0% |
| 3M | +10.4% | +2.5% | +7.8% | +7.6% |
| 6M | +29.0% | -16.7% | +45.7% | +39.1% |
| YTD | -12.2% | -20.2% | +8.0% | -3.8% |
| 1Y | -18.4% | -31.4% | +12.9% | -3.7% |
| 3Y | +43.2% | -10.5% | +53.7% | +37.5% |
| All | +103.2% | -35.1% | +138.3% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling