+722.8%
ARES vs ESTC
+25.9%
+696.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +19.7% | -4.2% | +23.9% | +20.4% |
| 3M | -9.0% | +2.5% | -11.4% | -10.8% |
| 6M | +11.5% | +81.5% | -69.9% | -7.1% |
| YTD | -13.8% | +16.8% | -30.7% | -19.9% |
| 1Y | -5.6% | -3.5% | -2.1% | -8.3% |
| 3Y | +36.1% | +17.7% | +18.4% | +16.2% |
| 5Y | +82.7% | -51.7% | +134.4% | +80.4% |
| All | +722.8% | +25.9% | +696.9% | +449.3% |
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