+1,112.5%
ARES vs VIG
+300.7%
+811.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.4% |
| 7D | -2.7% | -1.2% | -1.5% | -1.2% |
| 30D | -2.4% | -2.8% | +0.4% | +1.3% |
| 3M | +3.9% | +2.5% | +1.5% | +1.1% |
| 6M | +26.4% | +8.1% | +18.3% | +15.2% |
| YTD | -14.9% | +9.6% | -24.4% | -23.3% |
| 1Y | -20.4% | +14.2% | -34.6% | -31.7% |
| 3Y | +38.8% | +56.1% | -17.3% | -15.9% |
| 5Y | +97.0% | +62.8% | +34.1% | +17.4% |
| 10Y | +999.8% | +248.2% | +751.6% | +267.6% |
| All | +1,112.5% | +300.7% | +811.8% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling