+382.1%
ELV vs ARES
+1,196.0%
-813.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +3.3% | -1.7% | +5.0% | +3.6% |
| 30D | +4.2% | +0.3% | +3.9% | +4.0% |
| 3M | -0.1% | +8.5% | -8.5% | -2.2% |
| 6M | +41.3% | +23.5% | +17.8% | +33.7% |
| YTD | +17.4% | -11.2% | +28.7% | +18.6% |
| 1Y | +35.1% | -19.3% | +54.3% | +38.6% |
| 3Y | -3.2% | +48.7% | -51.9% | -17.7% |
| 5Y | +15.6% | +106.5% | -90.9% | -13.0% |
| 10Y | +276.8% | +1,055.3% | -778.6% | +95.2% |
| All | +382.1% | +1,196.0% | -813.9% | +138.6% |
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 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