+1,032.2%
ARES vs ELF
+397.3%
+634.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.7% |
| 7D | +5.0% | +7.8% | -2.9% | +3.6% |
| 30D | +19.1% | +9.3% | +9.8% | +17.2% |
| 3M | +3.1% | +21.2% | -18.1% | -0.6% |
| 6M | +12.9% | +96.1% | -83.3% | -0.6% |
| YTD | -10.7% | +57.0% | -67.6% | -18.8% |
| 1Y | -5.5% | +61.9% | -67.4% | -14.8% |
| 3Y | +45.0% | +20.0% | +25.0% | +24.7% |
| 5Y | +87.4% | +284.8% | -197.4% | +23.0% |
| 10Y | +1,267.4% | +364.2% | +903.2% | +666.7% |
| All | +1,032.2% | +397.3% | +634.9% | +534.6% |
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