+1,089.9%
ARES vs EIX
+34.9%
+1,055.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -0.3% | -1.5% | +1.1% | +0.1% |
| 30D | +15.3% | +8.1% | +7.2% | +12.6% |
| 3M | -5.4% | -12.1% | +6.8% | -3.1% |
| 6M | +10.0% | -13.4% | +23.5% | +12.5% |
| YTD | -14.7% | +5.6% | -20.3% | -19.6% |
| 1Y | -9.7% | +7.8% | -17.5% | -15.7% |
| 3Y | +35.8% | +9.8% | +26.0% | +22.4% |
| 5Y | +80.9% | +18.8% | +62.0% | +57.2% |
| All | +1,089.9% | +34.9% | +1,055.0% | +872.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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