+731.8%
ARES vs REPL
+37.4%
+694.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.4% |
| 7D | -0.3% | +9.8% | -10.1% | -0.8% |
| 30D | +15.3% | +81.5% | -66.2% | +11.7% |
| 3M | -5.4% | +44.2% | -49.6% | -7.3% |
| 6M | +10.0% | +437.4% | -427.4% | -3.4% |
| YTD | -14.7% | +126.1% | -140.8% | -24.2% |
| 1Y | -9.7% | +143.1% | -152.8% | -20.3% |
| 3Y | +35.8% | +97.8% | -62.0% | -0.9% |
| 5Y | +80.9% | -34.3% | +115.2% | +47.1% |
| All | +731.8% | +37.4% | +694.5% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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