+1,089.9%
ARES vs ESI
+321.1%
+768.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -0.3% | +8.3% | -8.6% | -3.8% |
| 30D | +15.3% | -10.4% | +25.7% | +19.8% |
| 3M | -5.4% | -13.2% | +7.8% | -0.9% |
| 6M | +10.0% | -23.9% | +33.9% | +20.2% |
| YTD | -14.7% | +34.2% | -48.9% | -30.0% |
| 1Y | -9.7% | +22.2% | -31.9% | -22.7% |
| 3Y | +35.8% | +79.2% | -43.4% | -4.7% |
| 5Y | +80.9% | +38.1% | +42.8% | +40.5% |
| All | +1,089.9% | +321.1% | +768.8% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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