-24.3%
ARES vs ESI
+34.0%
-58.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.3% |
| 7D | -7.7% | -2.3% | -5.4% | -7.0% |
| 30D | -8.7% | -9.0% | +0.3% | -6.0% |
| 3M | +2.8% | -13.3% | +16.1% | +5.5% |
| 6M | +23.1% | +5.3% | +17.8% | +11.7% |
| YTD | -17.3% | +37.6% | -54.9% | -35.6% |
| 1Y | -24.3% | +33.6% | -57.9% | -40.3% |
| All | -24.3% | +34.0% | -58.3% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling