+738.4%
ARES vs ESTC
+26.3%
+712.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.1% |
| 7D | -0.3% | -4.3% | +4.0% | +0.7% |
| 30D | +1.3% | +17.7% | -16.4% | -3.9% |
| 3M | +10.4% | +42.3% | -31.9% | -0.9% |
| 6M | +29.0% | +64.6% | -35.6% | +10.6% |
| YTD | -12.2% | +17.2% | -29.4% | -17.9% |
| 1Y | -18.4% | -4.2% | -14.2% | -20.4% |
| 3Y | +43.2% | +13.5% | +29.7% | +23.9% |
| 5Y | +102.6% | -45.5% | +148.1% | +94.8% |
| All | +738.4% | +26.3% | +712.1% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling