+82.7%
ARES vs FE
+42.2%
+40.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +4.5% | -1.0% | +5.6% | +4.8% |
| 30D | +15.7% | +4.1% | +11.6% | +14.6% |
| 3M | -2.0% | -1.0% | -1.0% | -1.8% |
| 6M | +10.4% | +4.0% | +6.4% | +9.1% |
| YTD | -14.2% | +6.8% | -21.1% | -16.8% |
| 1Y | -7.8% | +5.3% | -13.0% | -10.2% |
| 3Y | +41.4% | +44.6% | -3.2% | +18.0% |
| All | +82.7% | +42.2% | +40.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling