-19.3%
ARES vs EMB
+5.7%
-25.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.6% |
| 30D | +0.3% | -0.3% | +0.6% | +1.1% |
| 3M | +8.5% | -0.4% | +8.9% | +9.7% |
| 6M | +23.5% | +0.1% | +23.4% | +24.6% |
| YTD | -11.2% | +1.6% | -12.8% | -12.4% |
| 1Y | -19.3% | +5.6% | -24.9% | -25.4% |
| All | -19.3% | +5.7% | -25.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling