+299.5%
CME vs ARES
+1,313.3%
-1,013.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.1% |
| 7D | -0.6% | +5.0% | -5.5% | -1.4% |
| 30D | +8.5% | +19.1% | -10.5% | +5.3% |
| 3M | +16.0% | +3.1% | +13.0% | +15.2% |
| 6M | +9.3% | +12.9% | -3.5% | +6.5% |
| YTD | +15.3% | -10.7% | +26.0% | +16.0% |
| 1Y | +14.4% | -5.5% | +19.9% | +13.7% |
| 3Y | +59.9% | +45.0% | +14.9% | +38.0% |
| 5Y | +69.4% | +87.4% | -18.0% | +32.4% |
| 10Y | +299.5% | +1,267.4% | -967.9% | +97.5% |
| All | +299.5% | +1,313.3% | -1,013.8% | +97.5% |
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