+1,164.6%
ARES vs EXPD
+433.4%
+731.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -1.7% | -1.1% | -0.5% | -1.1% |
| 30D | +0.3% | +4.1% | -3.8% | -1.8% |
| 3M | +8.5% | +17.9% | -9.4% | -0.5% |
| 6M | +23.5% | +29.2% | -5.8% | +7.2% |
| YTD | -11.2% | +27.4% | -38.6% | -23.1% |
| 1Y | -19.3% | +56.8% | -76.1% | -38.2% |
| 3Y | +48.7% | +68.0% | -19.4% | +8.0% |
| 5Y | +106.5% | +61.9% | +44.7% | +49.8% |
| 10Y | +1,055.3% | +316.0% | +739.3% | +447.9% |
| All | +1,164.6% | +433.4% | +731.3% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling