-30.4%
ELAN vs ARES
+94.4%
-124.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.4% | -6.1% | +0.6% | -3.1% |
| 30D | +4.7% | -7.5% | +12.2% | +7.8% |
| 3M | -3.7% | +0.1% | -3.8% | -4.5% |
| 6M | -1.2% | +30.3% | -31.5% | -12.4% |
| YTD | +2.4% | -16.6% | +19.0% | +7.6% |
| 1Y | +23.4% | -26.1% | +49.5% | +35.4% |
| 3Y | +96.7% | +36.4% | +60.3% | +53.9% |
| All | -30.4% | +94.4% | -124.8% | -56.3% |
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