+48.6%
ARES vs EL
-29.8%
+78.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.7% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +0.3% | +19.8% | -19.6% | -4.4% |
| 3M | +8.5% | +25.7% | -17.2% | +2.2% |
| 6M | +23.5% | +5.4% | +18.0% | +20.5% |
| YTD | -11.2% | +0.2% | -11.4% | -12.3% |
| 1Y | -19.3% | +20.4% | -39.7% | -23.3% |
| All | +48.6% | -29.8% | +78.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling