+1,127.5%
ARES vs EVRG
+290.4%
+837.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +19.7% | +7.4% | +12.3% | +16.6% |
| 3M | -9.0% | +7.2% | -16.2% | -11.3% |
| 6M | +11.5% | +9.5% | +2.1% | +7.6% |
| YTD | -13.8% | +25.6% | -39.4% | -21.7% |
| 1Y | -5.6% | +20.4% | -25.9% | -12.9% |
| 3Y | +36.1% | +108.8% | -72.7% | -0.5% |
| 5Y | +82.7% | +68.0% | +14.7% | +45.5% |
| 10Y | +1,101.7% | +124.6% | +977.1% | +775.1% |
| All | +1,127.5% | +290.4% | +837.0% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling