+999.8%
ARES vs ESI
+308.3%
+691.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -2.7% | +3.9% | -6.6% | -4.3% |
| 30D | -2.4% | -3.8% | +1.4% | -0.9% |
| 3M | +3.9% | -13.1% | +17.0% | +8.7% |
| 6M | +26.4% | +11.3% | +15.0% | +16.2% |
| YTD | -14.9% | +44.1% | -59.0% | -30.8% |
| 1Y | -20.4% | +40.3% | -60.7% | -34.8% |
| 3Y | +38.8% | +84.1% | -45.3% | -1.0% |
| 5Y | +97.0% | +75.8% | +21.2% | +42.7% |
| 10Y | +999.8% | +320.7% | +679.1% | +472.0% |
| All | +999.8% | +308.3% | +691.5% | +472.0% |
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