+961.2%
ARES vs ETR
+296.9%
+664.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -6.1% | -1.8% | -4.3% | -5.3% |
| 30D | -7.5% | -1.8% | -5.8% | -6.8% |
| 3M | +0.1% | -3.6% | +3.7% | +1.5% |
| 6M | +30.3% | +2.6% | +27.7% | +27.4% |
| YTD | -16.6% | +16.0% | -32.6% | -23.4% |
| 1Y | -26.1% | +20.1% | -46.2% | -33.4% |
| 3Y | +36.4% | +143.6% | -107.2% | -13.7% |
| 5Y | +95.0% | +124.4% | -29.4% | +27.0% |
| All | +961.2% | +296.9% | +664.3% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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