+1,018.5%
ARES vs ELF
+393.6%
+624.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.8% | +4.3% | -3.5% | 0.0% |
| 30D | +16.7% | +7.7% | +9.0% | +15.2% |
| 3M | -2.6% | +24.7% | -27.3% | -6.5% |
| 6M | +13.0% | +114.6% | -101.7% | -2.0% |
| YTD | -11.7% | +55.8% | -67.5% | -19.7% |
| 1Y | -6.7% | +51.9% | -58.6% | -14.9% |
| 3Y | +40.5% | +24.6% | +15.9% | +20.0% |
| 5Y | +88.2% | +279.2% | -191.0% | +23.8% |
| 10Y | +1,131.0% | +338.7% | +792.2% | +587.8% |
| All | +1,018.5% | +393.6% | +624.9% | +527.7% |
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