+1,024.9%
ARES vs ELF
+357.0%
+667.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -1.7% | +5.4% | -7.0% | -2.6% |
| 30D | +0.3% | +27.0% | -26.7% | -4.0% |
| 3M | +8.5% | +113.2% | -104.7% | -5.6% |
| 6M | +23.5% | +36.6% | -13.1% | +15.6% |
| YTD | -11.2% | +44.2% | -55.5% | -18.1% |
| 1Y | -19.3% | -18.0% | -1.3% | -19.5% |
| 3Y | +48.7% | -19.9% | +68.6% | +37.6% |
| 5Y | +106.5% | +257.7% | -151.2% | +37.4% |
| All | +1,024.9% | +357.0% | +667.9% | +540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling