+87.4%
ARES vs ELF
+284.3%
-196.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.6% |
| 7D | +5.0% | +7.8% | -2.9% | +3.4% |
| 30D | +19.1% | +9.3% | +9.8% | +17.0% |
| 3M | +3.1% | +21.2% | -18.1% | -1.0% |
| 6M | +12.9% | +96.1% | -83.3% | -2.3% |
| YTD | -10.7% | +57.0% | -67.6% | -19.9% |
| 1Y | -5.5% | +61.9% | -67.4% | -16.0% |
| 3Y | +45.0% | +20.0% | +25.0% | +13.6% |
| 5Y | +87.4% | +284.8% | -197.4% | -33.0% |
| All | +87.4% | +284.3% | -196.9% | -33.0% |
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 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