+1,164.6%
ARES vs ETR
+381.2%
+783.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.7% | +1.4% | -3.1% | -2.2% |
| 30D | +0.3% | +1.0% | -0.7% | -0.2% |
| 3M | +8.5% | -1.3% | +9.7% | +8.7% |
| 6M | +23.5% | +1.9% | +21.6% | +21.5% |
| YTD | -11.2% | +18.2% | -29.4% | -18.2% |
| 1Y | -19.3% | +24.7% | -44.0% | -27.3% |
| 3Y | +48.7% | +150.7% | -102.0% | -0.6% |
| 5Y | +106.5% | +127.0% | -20.5% | +42.9% |
| 10Y | +1,055.3% | +295.5% | +759.9% | +627.7% |
| All | +1,164.6% | +381.2% | +783.4% | +743.9% |
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