+102.6%
ARES vs ELF
+239.6%
-137.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.1% |
| 7D | -0.3% | -1.2% | +0.8% | -0.1% |
| 30D | +1.3% | +5.9% | -4.6% | 0.0% |
| 3M | +10.4% | +99.5% | -89.2% | -4.5% |
| 6M | +29.0% | +26.5% | +2.5% | +21.5% |
| YTD | -12.2% | +37.2% | -49.4% | -19.1% |
| 1Y | -18.4% | -24.4% | +6.0% | -17.3% |
| 3Y | +43.2% | -23.3% | +66.5% | +27.8% |
| 5Y | +102.6% | +245.2% | -142.6% | -25.9% |
| All | +102.6% | +239.6% | -137.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling