+282.1%
CME vs ARES
+1,045.9%
-763.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +5.5% | +1.3% | +4.2% | +5.2% |
| 3M | +11.0% | +10.4% | +0.6% | +8.8% |
| 6M | -9.7% | +29.0% | -38.7% | -14.2% |
| YTD | +4.9% | -12.2% | +17.1% | +6.0% |
| 1Y | +10.1% | -18.4% | +28.5% | +12.3% |
| 3Y | +53.5% | +43.2% | +10.3% | +33.2% |
| 5Y | +77.2% | +102.6% | -25.4% | +36.2% |
| 10Y | +282.1% | +1,029.6% | -747.5% | +99.2% |
| All | +282.1% | +1,045.9% | -763.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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