+1,101.7%
ARES vs ESI
+318.1%
+783.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +0.5% | +5.5% | -5.0% | -1.9% |
| 30D | +19.7% | -7.8% | +27.4% | +22.7% |
| 3M | -9.0% | -15.0% | +6.0% | -3.7% |
| 6M | +11.5% | -24.9% | +36.4% | +22.6% |
| YTD | -13.8% | +33.2% | -47.1% | -29.1% |
| 1Y | -5.6% | +24.9% | -30.5% | -20.1% |
| 3Y | +36.1% | +77.8% | -41.6% | -4.1% |
| 5Y | +82.7% | +37.1% | +45.5% | +42.4% |
| All | +1,101.7% | +318.1% | +783.6% | +482.9% |
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