+274.7%
ARES vs EOSE
-60.6%
+335.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -6.1% | +1.8% | -7.9% | -6.3% |
| 30D | -7.5% | -6.8% | -0.7% | -7.3% |
| 3M | +0.1% | -36.3% | +36.4% | +2.7% |
| 6M | +30.3% | -38.8% | +69.0% | +32.7% |
| YTD | -16.6% | -65.5% | +48.9% | -12.4% |
| 1Y | -26.1% | -45.3% | +19.2% | -25.9% |
| 3Y | +36.4% | +44.2% | -7.7% | +18.0% |
| 5Y | +95.0% | -69.5% | +164.5% | +60.7% |
| All | +274.7% | -60.6% | +335.3% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling