+1,164.6%
ARES vs ESI
+98.7%
+1,065.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.9% |
| 7D | -1.7% | +3.3% | -5.0% | -2.7% |
| 30D | +0.3% | -5.9% | +6.1% | +2.2% |
| 3M | +8.5% | -14.1% | +22.6% | +12.8% |
| 6M | +23.5% | +6.6% | +16.9% | +18.1% |
| YTD | -11.2% | +45.0% | -56.2% | -23.5% |
| 1Y | -19.3% | +41.5% | -60.7% | -30.0% |
| 3Y | +48.7% | +78.8% | -30.1% | +18.6% |
| 5Y | +106.5% | +70.9% | +35.6% | +66.9% |
| 10Y | +1,055.3% | +317.1% | +738.3% | +630.7% |
| All | +1,164.6% | +98.7% | +1,065.9% | +685.7% |
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 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