+80.9%
ARES vs ES
+6.0%
+74.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -0.3% | -1.1% | +0.7% | -0.1% |
| 30D | +15.3% | +8.2% | +7.1% | +13.0% |
| 3M | -5.4% | +0.6% | -6.0% | -5.6% |
| 6M | +10.0% | +6.0% | +4.0% | +8.1% |
| YTD | -14.7% | +9.3% | -24.0% | -17.4% |
| 1Y | -9.7% | +1.1% | -10.8% | -11.0% |
| 3Y | +35.8% | +51.9% | -16.1% | +13.2% |
| 5Y | +80.9% | +6.5% | +74.4% | +85.8% |
| All | +80.9% | +6.0% | +74.9% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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