+1,121.7%
ARES vs ES
+133.4%
+988.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | +4.5% | +1.9% | +2.7% | +3.9% |
| 30D | +15.7% | +7.1% | +8.7% | +13.3% |
| 3M | -2.0% | -1.9% | -0.1% | -1.5% |
| 6M | +10.4% | +4.4% | +6.1% | +8.6% |
| YTD | -14.2% | +7.3% | -21.6% | -16.9% |
| 1Y | -7.8% | +2.1% | -9.9% | -9.6% |
| 3Y | +41.4% | +41.8% | -0.5% | +20.6% |
| 5Y | +83.7% | +1.4% | +82.2% | +76.9% |
| 10Y | +1,204.1% | +86.8% | +1,117.3% | +1,143.3% |
| All | +1,121.7% | +133.4% | +988.3% | +1,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling