+255.8%
ELV vs ARES
+1,112.4%
-856.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +0.4% | +19.7% | -19.3% | -3.6% |
| 3M | +8.4% | -9.0% | +17.4% | +10.3% |
| 6M | +8.4% | +11.5% | -3.1% | +4.8% |
| YTD | +24.4% | -13.8% | +38.2% | +26.4% |
| 1Y | +33.5% | -5.6% | +39.1% | +32.4% |
| 3Y | -2.1% | +36.1% | -38.2% | -17.0% |
| 5Y | +5.8% | +82.7% | -76.9% | -21.6% |
| All | +255.8% | +1,112.4% | -856.6% | +62.4% |
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