+1,171.2%
ARES vs EXEL
+1,916.6%
-745.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +8.1% | -2.4% | +10.5% | +8.5% |
| 30D | +18.9% | +17.9% | +1.0% | +16.5% |
| 3M | +2.3% | +33.3% | -30.9% | -1.4% |
| 6M | +12.7% | +46.6% | -33.8% | +7.1% |
| YTD | -10.8% | +61.0% | -71.8% | -16.4% |
| 1Y | -5.3% | +70.4% | -75.8% | -12.0% |
| 3Y | +42.0% | +236.1% | -194.0% | +19.7% |
| 5Y | +88.3% | +284.8% | -196.6% | +55.3% |
| 10Y | +1,148.2% | +348.4% | +799.8% | +893.3% |
| All | +1,171.2% | +1,916.6% | -745.3% | +812.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling