+106.6%
ARES vs SPG
+102.5%
+4.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -1.7% | -2.4% | +0.7% | +0.1% |
| 30D | +0.3% | -6.8% | +7.1% | +5.5% |
| 3M | +8.5% | +2.7% | +5.8% | +5.7% |
| 6M | +23.5% | +5.5% | +18.0% | +17.8% |
| YTD | -11.2% | +15.7% | -26.9% | -21.2% |
| 1Y | -19.3% | +20.9% | -40.2% | -30.8% |
| 3Y | +48.7% | +112.4% | -63.7% | -17.2% |
| All | +106.6% | +102.5% | +4.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling