+1,164.6%
ARES vs ENB
+100.1%
+1,064.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +0.3% | -2.2% | +2.5% | +1.1% |
| 3M | +8.5% | -10.5% | +19.0% | +13.3% |
| 6M | +23.5% | -5.1% | +28.5% | +25.5% |
| YTD | -11.2% | +9.0% | -20.2% | -15.4% |
| 1Y | -19.3% | +8.2% | -27.5% | -22.9% |
| 3Y | +48.7% | +67.8% | -19.1% | +15.8% |
| 5Y | +106.5% | +69.4% | +37.2% | +62.2% |
| 10Y | +1,055.3% | +117.5% | +937.8% | +687.1% |
| All | +1,164.6% | +100.1% | +1,064.5% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling