+18.2%
EFA vs ARES
-23.8%
+42.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.5% | -6.1% | +4.5% | -0.7% |
| 30D | -1.7% | -7.5% | +5.9% | -0.7% |
| 3M | +3.5% | +0.1% | +3.4% | +3.3% |
| 6M | +9.5% | +30.3% | -20.8% | +6.0% |
| YTD | +12.9% | -16.6% | +29.5% | +13.9% |
| 1Y | +18.2% | -26.1% | +44.3% | +19.7% |
| All | +18.2% | -23.8% | +42.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling