+87.4%
ARES vs ESI
+42.9%
+44.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | +1.5% |
| 7D | +5.0% | -3.5% | +8.4% | +6.4% |
| 30D | +19.1% | -9.3% | +28.3% | +23.7% |
| 3M | +3.1% | -12.8% | +15.9% | +8.6% |
| 6M | +12.9% | -24.6% | +37.5% | +25.9% |
| YTD | -10.7% | +32.7% | -43.4% | -32.3% |
| 1Y | -5.5% | +20.3% | -25.8% | -24.0% |
| 3Y | +45.0% | +80.2% | -35.2% | -16.9% |
| 5Y | +87.4% | +40.0% | +47.4% | +24.7% |
| All | +87.4% | +42.9% | +44.5% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling