+88.3%
ARES vs EXEL
+283.4%
-195.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +8.1% | -2.4% | +10.5% | +8.7% |
| 30D | +18.9% | +17.9% | +1.0% | +14.7% |
| 3M | +2.3% | +33.3% | -30.9% | -4.0% |
| 6M | +12.7% | +46.6% | -33.8% | +3.0% |
| YTD | -10.8% | +61.0% | -71.8% | -20.6% |
| 1Y | -5.3% | +70.4% | -75.8% | -17.0% |
| 3Y | +42.0% | +236.1% | -194.0% | -1.3% |
| 5Y | +88.3% | +284.8% | -196.6% | +24.8% |
| All | +88.3% | +283.4% | -195.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling