+45.0%
ARES vs ESI
+77.3%
-32.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | +2.1% |
| 7D | +5.0% | -3.5% | +8.4% | +6.1% |
| 30D | +19.1% | -9.3% | +28.3% | +22.7% |
| 3M | +3.1% | -12.8% | +15.9% | +7.5% |
| 6M | +12.9% | -24.6% | +37.5% | +23.3% |
| YTD | -10.7% | +32.7% | -43.4% | -29.7% |
| 1Y | -5.5% | +20.3% | -25.8% | -21.7% |
| 3Y | +45.0% | +80.2% | -35.2% | -3.0% |
| All | +45.0% | +77.3% | -32.3% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling