+128.5%
EEM vs ARES
+979.8%
-851.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -1.3% | -6.1% | +4.8% | +0.4% |
| 30D | +2.1% | -7.5% | +9.6% | +4.1% |
| 3M | +1.0% | +0.1% | +0.9% | +0.5% |
| 6M | +15.9% | +30.3% | -14.4% | +7.0% |
| YTD | +24.6% | -16.6% | +41.3% | +28.6% |
| 1Y | +32.3% | -26.1% | +58.4% | +40.4% |
| 3Y | +85.9% | +36.4% | +49.5% | +60.5% |
| 5Y | +45.4% | +95.0% | -49.6% | +9.5% |
| All | +128.5% | +979.8% | -851.3% | +22.3% |
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