+999.8%
ARES vs EXEL
+378.5%
+621.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | -2.4% | +10.1% | -12.5% | -4.1% |
| 3M | +3.9% | +10.1% | -6.2% | +1.9% |
| 6M | +26.4% | +37.7% | -11.3% | +18.7% |
| YTD | -14.9% | +33.1% | -48.0% | -19.7% |
| 1Y | -20.4% | +52.4% | -72.8% | -27.1% |
| 3Y | +38.8% | +163.8% | -125.0% | +12.7% |
| 5Y | +97.0% | +198.5% | -101.5% | +54.8% |
| 10Y | +999.8% | +386.9% | +612.9% | +771.9% |
| All | +999.8% | +378.5% | +621.3% | +771.9% |
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