-33.4%
ELAN vs ARES
+684.6%
-718.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +8.4% | +1.3% | +7.1% | +7.6% |
| 3M | +1.2% | +10.4% | -9.1% | -3.6% |
| 6M | +2.6% | +29.0% | -26.4% | -9.0% |
| YTD | +5.9% | -12.2% | +18.1% | +8.9% |
| 1Y | +25.8% | -18.4% | +44.3% | +32.1% |
| 3Y | +106.8% | +43.2% | +63.6% | +62.0% |
| 5Y | -29.3% | +102.6% | -131.9% | -54.1% |
| All | -33.4% | +684.6% | -718.0% | -76.3% |
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 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