+1,131.0%
ARES vs EXEL
+354.7%
+776.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | +16.7% | +18.2% | -1.5% | +13.0% |
| 3M | -2.6% | +37.7% | -40.4% | -8.5% |
| 6M | +13.0% | +42.2% | -29.3% | +5.1% |
| YTD | -11.7% | +61.3% | -73.0% | -20.2% |
| 1Y | -6.7% | +64.5% | -71.2% | -16.0% |
| 3Y | +40.5% | +236.7% | -196.2% | +7.0% |
| 5Y | +88.2% | +296.3% | -208.1% | +37.5% |
| 10Y | +1,131.0% | +331.1% | +799.9% | +833.9% |
| All | +1,131.0% | +354.7% | +776.3% | +833.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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