+102.6%
ARES vs ENB
+71.0%
+31.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -0.3% | -0.5% | +0.1% | -0.1% |
| 30D | +1.3% | -0.2% | +1.5% | +1.3% |
| 3M | +10.4% | -7.5% | +17.9% | +14.9% |
| 6M | +29.0% | -4.1% | +33.1% | +31.0% |
| YTD | -12.2% | +9.8% | -22.0% | -19.0% |
| 1Y | -18.4% | +8.7% | -27.1% | -24.4% |
| 3Y | +43.2% | +79.0% | -35.8% | -11.4% |
| 5Y | +102.6% | +69.1% | +33.5% | +36.1% |
| All | +102.6% | +71.0% | +31.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling