+1,131.0%
ARES vs EL
+63.7%
+1,067.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +16.7% | +12.3% | +4.4% | +11.6% |
| 3M | -2.6% | +28.4% | -31.0% | -12.2% |
| 6M | +13.0% | +36.7% | -23.8% | -1.1% |
| YTD | -11.7% | +8.4% | -20.1% | -16.4% |
| 1Y | -6.7% | +25.4% | -32.1% | -16.5% |
| 3Y | +40.5% | +3.4% | +37.1% | +22.9% |
| 5Y | +88.2% | -64.8% | +153.0% | +170.9% |
| 10Y | +1,131.0% | +63.0% | +1,068.0% | +1,083.6% |
| All | +1,131.0% | +63.7% | +1,067.3% | +1,083.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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