+1,112.5%
ARES vs VNQ
+112.3%
+1,000.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | -2.4% | -2.2% | -0.2% | -0.6% |
| 3M | +3.9% | -1.9% | +5.9% | +5.4% |
| 6M | +26.4% | +3.2% | +23.1% | +22.9% |
| YTD | -14.9% | +9.4% | -24.3% | -20.9% |
| 1Y | -20.4% | +7.5% | -27.9% | -25.0% |
| 3Y | +38.8% | +31.1% | +7.7% | +11.3% |
| 5Y | +97.0% | +6.6% | +90.4% | +88.3% |
| 10Y | +999.8% | +63.9% | +935.8% | +694.8% |
| All | +1,112.5% | +112.3% | +1,000.2% | +789.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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