+1,150.8%
ARES vs VYM
+269.5%
+881.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | +1.3% | -1.3% | +2.6% | +2.9% |
| 3M | +10.4% | +4.1% | +6.3% | +5.5% |
| 6M | +29.0% | +9.8% | +19.2% | +15.9% |
| YTD | -12.2% | +15.3% | -27.5% | -25.3% |
| 1Y | -18.4% | +20.0% | -38.5% | -33.7% |
| 3Y | +43.2% | +66.2% | -23.1% | -17.4% |
| 5Y | +102.6% | +77.5% | +25.1% | +12.7% |
| 10Y | +1,029.6% | +201.7% | +827.9% | +308.2% |
| All | +1,150.8% | +269.5% | +881.3% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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