+1,101.7%
ARES vs EXR
+216.3%
+885.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +19.7% | +18.2% | +1.5% | +11.7% |
| 3M | -9.0% | +7.3% | -16.3% | -11.5% |
| 6M | +11.5% | +13.8% | -2.3% | +5.7% |
| YTD | -13.8% | +25.9% | -39.8% | -21.9% |
| 1Y | -5.6% | +25.8% | -31.4% | -14.5% |
| 3Y | +36.1% | +53.7% | -17.6% | +8.9% |
| 5Y | +82.7% | -1.8% | +84.4% | +76.4% |
| All | +1,101.7% | +216.3% | +885.4% | +679.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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