+953.0%
ARES vs EVRG
+113.2%
+839.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -7.7% | -0.7% | -7.0% | -7.4% |
| 30D | -8.7% | 0.0% | -8.7% | -8.8% |
| 3M | +2.8% | -1.0% | +3.8% | +3.0% |
| 6M | +23.1% | +1.0% | +22.1% | +21.8% |
| YTD | -17.3% | +15.1% | -32.3% | -23.2% |
| 1Y | -24.3% | +17.6% | -41.9% | -30.5% |
| 3Y | +34.9% | +70.5% | -35.5% | +2.6% |
| 5Y | +93.5% | +48.9% | +44.6% | +56.1% |
| All | +953.0% | +113.2% | +839.8% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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