+82.8%
ARES vs SPYG
+67.3%
+15.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.0% |
| 7D | +0.5% | +2.3% | -1.9% | -2.2% |
| 30D | +19.7% | -6.5% | +26.1% | +28.1% |
| 3M | -9.0% | -6.8% | -2.1% | -2.0% |
| 6M | +11.5% | -3.1% | +14.7% | +14.5% |
| YTD | -13.8% | +8.0% | -21.8% | -22.0% |
| 1Y | -5.6% | +10.2% | -15.8% | -16.6% |
| 3Y | +36.1% | +91.0% | -54.9% | -37.0% |
| All | +82.8% | +67.3% | +15.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling