+294.6%
ARES vs EOSE
-57.1%
+351.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -2.0% |
| 7D | -0.3% | +41.4% | -41.8% | -3.4% |
| 30D | +1.3% | +3.6% | -2.3% | +0.6% |
| 3M | +10.4% | -35.7% | +46.1% | +13.1% |
| 6M | +29.0% | -29.9% | +58.9% | +29.9% |
| YTD | -12.2% | -62.5% | +50.3% | -8.4% |
| 1Y | -18.4% | -37.4% | +19.0% | -19.1% |
| 3Y | +43.2% | +55.8% | -12.6% | +23.1% |
| 5Y | +102.6% | -67.8% | +170.4% | +66.1% |
| All | +294.6% | -57.1% | +351.7% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling