+1,157.4%
ARES vs ETR
+402.3%
+755.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +16.7% | +7.7% | +9.0% | +13.4% |
| 3M | -2.6% | +5.7% | -8.3% | -4.7% |
| 6M | +13.0% | -0.3% | +13.2% | +12.8% |
| YTD | -11.7% | +23.4% | -35.1% | -19.9% |
| 1Y | -6.7% | +18.5% | -25.2% | -13.9% |
| 3Y | +40.5% | +155.6% | -115.1% | -6.5% |
| 5Y | +88.2% | +158.7% | -70.5% | +23.8% |
| 10Y | +1,131.0% | +377.8% | +753.2% | +660.4% |
| All | +1,157.4% | +402.3% | +755.0% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling