-5.6%
ARES vs ELF
+53.2%
-58.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.2% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | +19.7% | +9.1% | +10.6% | +17.6% |
| 3M | -9.0% | +28.2% | -37.1% | -13.4% |
| 6M | +11.5% | +119.5% | -108.0% | -6.4% |
| YTD | -13.8% | +55.2% | -69.0% | -21.5% |
| 1Y | -5.6% | +58.6% | -64.2% | -14.5% |
| All | -5.6% | +53.2% | -58.8% | -14.5% |
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 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