+92.2%
EEM vs ARES
+1,157.9%
-1,065.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | -5.4% | +19.7% | -25.1% | -9.7% |
| 3M | -8.6% | -9.0% | +0.3% | -6.7% |
| 6M | -8.9% | +11.5% | -20.4% | -12.0% |
| YTD | +11.9% | -13.8% | +25.8% | +14.0% |
| 1Y | +13.1% | -5.6% | +18.7% | +12.3% |
| 3Y | +70.7% | +36.1% | +34.5% | +49.5% |
| 5Y | +31.8% | +82.7% | -50.9% | +3.7% |
| 10Y | +119.5% | +1,101.7% | -982.1% | +16.4% |
| All | +92.2% | +1,157.9% | -1,065.7% | -2.4% |
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