+961.2%
ARES vs ET
+177.0%
+784.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -7.5% | +2.9% | -10.4% | -8.4% |
| 3M | +0.1% | +16.8% | -16.7% | -5.0% |
| 6M | +30.3% | +18.9% | +11.4% | +22.7% |
| YTD | -16.6% | +37.7% | -54.3% | -25.3% |
| 1Y | -26.1% | +32.4% | -58.5% | -33.0% |
| 3Y | +36.4% | +99.5% | -63.1% | +10.6% |
| 5Y | +95.0% | +244.0% | -149.0% | +37.5% |
| All | +961.2% | +177.0% | +784.2% | +643.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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