+1,089.9%
ARES vs VIG
+262.6%
+827.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.3% | +3.1% | -3.4% | -4.4% |
| 30D | +15.3% | +5.0% | +10.2% | +7.8% |
| 3M | -5.4% | +2.7% | -8.1% | -8.5% |
| 6M | +10.0% | +11.0% | -0.9% | -4.1% |
| YTD | -14.7% | +16.0% | -30.6% | -29.6% |
| 1Y | -9.7% | +16.3% | -25.9% | -25.7% |
| 3Y | +35.8% | +66.8% | -31.0% | -29.0% |
| 5Y | +80.9% | +64.8% | +16.1% | -1.3% |
| All | +1,089.9% | +262.6% | +827.3% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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