+978.5%
ARES vs ELF
+317.0%
+661.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.4% |
| 7D | -2.7% | -6.8% | +4.1% | -1.5% |
| 30D | -2.4% | +5.1% | -7.5% | -3.3% |
| 3M | +3.9% | +79.8% | -75.9% | -6.8% |
| 6M | +26.4% | +29.7% | -3.3% | +19.4% |
| YTD | -14.9% | +31.6% | -46.5% | -20.2% |
| 1Y | -20.4% | -27.9% | +7.5% | -18.9% |
| 3Y | +38.8% | -26.4% | +65.2% | +30.3% |
| 5Y | +97.0% | +235.6% | -138.6% | +32.6% |
| All | +978.5% | +317.0% | +661.5% | +524.0% |
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