+1,164.6%
ARES vs EME
+1,642.0%
-477.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | +0.3% | -8.3% | +8.5% | +3.6% |
| 3M | +8.5% | -10.7% | +19.2% | +11.9% |
| 6M | +23.5% | +1.9% | +21.6% | +19.4% |
| YTD | -11.2% | +23.5% | -34.7% | -21.9% |
| 1Y | -19.3% | +18.0% | -37.3% | -28.8% |
| 3Y | +48.7% | +236.1% | -187.5% | -19.8% |
| 5Y | +106.5% | +527.9% | -421.3% | -15.6% |
| 10Y | +1,055.3% | +1,252.8% | -197.4% | +248.6% |
| All | +1,164.6% | +1,642.0% | -477.4% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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