+1,171.2%
ARES vs ESI
+80.8%
+1,090.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +8.1% | -6.6% | +14.7% | +10.3% |
| 30D | +18.9% | -9.8% | +28.8% | +22.1% |
| 3M | +2.3% | -11.9% | +14.3% | +5.5% |
| 6M | +12.7% | -25.1% | +37.8% | +21.2% |
| YTD | -10.8% | +31.9% | -42.7% | -21.5% |
| 1Y | -5.3% | +19.2% | -24.5% | -13.9% |
| 3Y | +42.0% | +76.2% | -34.1% | +13.1% |
| 5Y | +88.3% | +39.4% | +48.9% | +59.8% |
| 10Y | +1,148.2% | +304.9% | +843.3% | +701.7% |
| All | +1,171.2% | +80.8% | +1,090.5% | +706.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling