+961.2%
ARES vs SPYG
+424.6%
+536.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -6.1% | -0.9% | -5.2% | -5.1% |
| 30D | -7.5% | -1.5% | -6.0% | -5.9% |
| 3M | +0.1% | +3.7% | -3.6% | -3.9% |
| 6M | +30.3% | +16.4% | +13.8% | +10.2% |
| YTD | -16.6% | +13.3% | -29.9% | -27.1% |
| 1Y | -26.1% | +17.9% | -44.0% | -38.2% |
| 3Y | +36.4% | +98.3% | -61.9% | -33.8% |
| 5Y | +95.0% | +86.4% | +8.5% | +2.1% |
| All | +961.2% | +424.6% | +536.6% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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