+102.6%
ARES vs EL
-67.4%
+170.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | +1.3% | +15.5% | -14.2% | -4.0% |
| 3M | +10.4% | +20.6% | -10.2% | +3.0% |
| 6M | +29.0% | +10.5% | +18.5% | +23.0% |
| YTD | -12.2% | -1.9% | -10.3% | -13.1% |
| 1Y | -18.4% | +16.1% | -34.5% | -24.2% |
| 3Y | +43.2% | -30.2% | +73.4% | +48.5% |
| 5Y | +102.6% | -67.4% | +170.0% | +218.6% |
| All | +102.6% | -67.4% | +170.0% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling