+52.4%
EFA vs ARES
+90.2%
-37.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.2% |
| 7D | -2.4% | -7.7% | +5.3% | -0.4% |
| 30D | -2.2% | -8.7% | +6.5% | -0.1% |
| 3M | +5.7% | +2.8% | +2.8% | +4.4% |
| 6M | +8.2% | +23.1% | -14.9% | +1.5% |
| YTD | +11.8% | -17.3% | +29.0% | +15.6% |
| 1Y | +18.3% | -24.3% | +42.6% | +24.9% |
| 3Y | +64.9% | +34.9% | +30.0% | +40.0% |
| 5Y | +52.4% | +93.5% | -41.1% | +9.9% |
| All | +52.4% | +90.2% | -37.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling