+1,164.6%
ARES vs ES
+134.7%
+1,029.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.3% | -2.0% | +2.2% | +0.8% |
| 3M | +8.5% | +1.7% | +6.8% | +7.6% |
| 6M | +23.5% | -3.5% | +27.0% | +24.3% |
| YTD | -11.2% | +7.9% | -19.1% | -14.1% |
| 1Y | -19.3% | +17.2% | -36.4% | -24.6% |
| 3Y | +48.7% | +29.3% | +19.3% | +31.1% |
| 5Y | +106.5% | -5.7% | +112.3% | +104.2% |
| 10Y | +1,055.3% | +85.2% | +970.1% | +999.1% |
| All | +1,164.6% | +134.7% | +1,029.9% | +1,095.0% |
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