+1,121.7%
ARES vs EL
+73.7%
+1,048.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +4.5% | +0.8% | +3.8% | +4.2% |
| 30D | +15.7% | +16.5% | -0.8% | +9.3% |
| 3M | -2.0% | +29.2% | -31.2% | -11.6% |
| 6M | +10.4% | +27.9% | -17.5% | -0.6% |
| YTD | -14.2% | +6.2% | -20.4% | -18.0% |
| 1Y | -7.8% | +27.2% | -34.9% | -17.7% |
| 3Y | +41.4% | +3.2% | +38.2% | +24.3% |
| 5Y | +83.7% | -66.0% | +149.7% | +159.6% |
| 10Y | +1,204.1% | +58.3% | +1,145.7% | +1,008.9% |
| All | +1,121.7% | +73.7% | +1,048.1% | +949.5% |
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