+117.1%
EEM vs ARES
+1,181.8%
-1,064.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +4.9% | +1.3% | +3.6% | +4.4% |
| 3M | +5.2% | +10.4% | -5.1% | +2.2% |
| 6M | +20.7% | +29.0% | -8.3% | +12.2% |
| YTD | +26.5% | -12.2% | +38.7% | +28.5% |
| 1Y | +37.8% | -18.4% | +56.3% | +42.1% |
| 3Y | +91.0% | +43.2% | +47.8% | +65.2% |
| 5Y | +47.0% | +102.6% | -55.6% | +12.9% |
| 10Y | +125.6% | +1,029.6% | -904.0% | +20.4% |
| All | +117.1% | +1,181.8% | -1,064.7% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling