+97.0%
ARES vs ETR
+122.8%
-25.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | +3.9% | -1.7% | +5.6% | +4.3% |
| 6M | +26.4% | +3.6% | +22.8% | +23.5% |
| YTD | -14.9% | +18.0% | -32.9% | -21.8% |
| 1Y | -20.4% | +26.2% | -46.7% | -29.0% |
| 3Y | +38.8% | +148.0% | -109.2% | -7.0% |
| 5Y | +97.0% | +126.1% | -29.1% | +37.5% |
| All | +97.0% | +122.8% | -25.8% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling