-35.6%
ELAN vs ARES
+645.1%
-680.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -5.4% | -6.1% | +0.6% | -3.0% |
| 30D | +4.7% | -7.5% | +12.2% | +7.9% |
| 3M | -3.7% | +0.1% | -3.8% | -4.6% |
| 6M | -1.2% | +30.3% | -31.5% | -12.7% |
| YTD | +2.4% | -16.6% | +19.0% | +7.5% |
| 1Y | +23.4% | -26.1% | +49.5% | +35.1% |
| 3Y | +96.7% | +36.4% | +60.3% | +57.1% |
| 5Y | -30.6% | +95.0% | -125.6% | -54.3% |
| All | -35.6% | +645.1% | -680.7% | -76.6% |
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