+1,131.0%
ARES vs VMC
+129.3%
+1,001.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +2.8% |
| 30D | +16.7% | +16.2% | +0.5% | +9.1% |
| 3M | -2.6% | -0.8% | -1.8% | -2.4% |
| 6M | +13.0% | +1.2% | +11.8% | +11.9% |
| YTD | -11.7% | +0.5% | -12.2% | -13.0% |
| 1Y | -6.7% | -2.9% | -3.8% | -6.6% |
| 3Y | +40.5% | +37.3% | +3.2% | +20.5% |
| 5Y | +88.2% | +48.8% | +39.4% | +54.6% |
| 10Y | +1,131.0% | +131.4% | +999.5% | +709.7% |
| All | +1,131.0% | +129.3% | +1,001.7% | +709.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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