+1,101.7%
ARES vs ELF
+332.6%
+769.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.3% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | +19.7% | +9.1% | +10.6% | +17.8% |
| 3M | -9.0% | +28.2% | -37.1% | -13.1% |
| 6M | +11.5% | +119.5% | -108.0% | -3.8% |
| YTD | -13.8% | +55.2% | -69.0% | -21.7% |
| 1Y | -5.6% | +58.6% | -64.2% | -14.6% |
| 3Y | +36.1% | +21.3% | +14.8% | +16.4% |
| 5Y | +82.7% | +276.2% | -193.5% | +19.1% |
| All | +1,101.7% | +332.6% | +769.0% | +566.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling