-6.9%
ARES vs ELF
-3.2%
-3.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.9% |
| 7D | +10.5% | -1.5% | +12.1% | +10.8% |
| 30D | +16.8% | +9.5% | +7.3% | +15.3% |
| 3M | -3.2% | +29.4% | -32.6% | -6.9% |
| 6M | +16.4% | +83.7% | -67.3% | +5.7% |
| YTD | -12.4% | +49.4% | -61.8% | -18.2% |
| 1Y | -6.9% | -3.9% | -2.9% | -11.1% |
| All | -6.9% | -3.2% | -3.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling