+1,164.6%
ARES vs EL
+63.9%
+1,100.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -2.1% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +0.3% | +19.8% | -19.6% | -6.8% |
| 3M | +8.5% | +25.7% | -17.2% | -0.9% |
| 6M | +23.5% | +5.4% | +18.0% | +19.2% |
| YTD | -11.2% | +0.2% | -11.4% | -13.1% |
| 1Y | -19.3% | +20.4% | -39.7% | -26.7% |
| 3Y | +48.7% | -32.1% | +80.8% | +55.2% |
| 5Y | +106.5% | -67.2% | +173.7% | +195.6% |
| 10Y | +1,055.3% | +31.7% | +1,023.6% | +939.0% |
| All | +1,164.6% | +63.9% | +1,100.7% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling