+1,029.6%
ARES vs EXR
+147.0%
+882.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | -0.7% | +0.3% | -0.1% |
| 30D | +1.3% | -6.9% | +8.2% | +4.2% |
| 3M | +10.4% | -3.0% | +13.3% | +11.6% |
| 6M | +29.0% | -2.9% | +32.0% | +30.3% |
| YTD | -12.2% | +9.3% | -21.5% | -15.5% |
| 1Y | -18.4% | -0.9% | -17.5% | -18.7% |
| 3Y | +43.2% | +24.7% | +18.5% | +25.8% |
| 5Y | +102.6% | -11.7% | +114.3% | +104.1% |
| 10Y | +1,029.6% | +148.4% | +881.2% | +757.0% |
| All | +1,029.6% | +147.0% | +882.6% | +757.0% |
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