+41.4%
ARES vs SPG
+124.5%
-83.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | +4.5% | +4.9% | -0.4% | +1.3% |
| 30D | +15.7% | +15.6% | +0.1% | +5.1% |
| 3M | -2.0% | +4.1% | -6.1% | -4.6% |
| 6M | +10.4% | +13.6% | -3.2% | +0.6% |
| YTD | -14.2% | +27.5% | -41.8% | -28.4% |
| 1Y | -7.8% | +32.2% | -40.0% | -25.0% |
| 3Y | +41.4% | +126.0% | -84.6% | -6.4% |
| All | +41.4% | +124.5% | -83.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling