+48.6%
ARES vs ESI
+81.9%
-33.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.3% |
| 7D | -1.7% | +3.3% | -5.0% | -3.1% |
| 30D | +0.3% | -5.9% | +6.1% | +2.8% |
| 3M | +8.5% | -14.1% | +22.6% | +13.9% |
| 6M | +23.5% | +6.6% | +16.9% | +13.4% |
| YTD | -11.2% | +45.0% | -56.2% | -31.6% |
| 1Y | -19.3% | +41.5% | -60.7% | -37.2% |
| All | +48.6% | +81.9% | -33.3% | -2.1% |
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