+42.0%
ARES vs EXPD
+71.7%
-29.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.1% | -7.4% | +15.5% | +11.3% |
| 30D | +18.9% | -2.1% | +21.0% | +19.6% |
| 3M | +2.3% | +5.7% | -3.4% | -0.3% |
| 6M | +12.7% | +21.4% | -8.6% | +4.0% |
| YTD | -10.8% | +27.6% | -38.4% | -20.2% |
| 1Y | -5.3% | +36.1% | -41.4% | -18.0% |
| 3Y | +42.0% | +69.9% | -27.8% | +8.8% |
| All | +42.0% | +71.7% | -29.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling