+706.7%
ETN vs ARES
+979.8%
-273.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +3.5% | -6.1% | +9.6% | +6.3% |
| 30D | -7.5% | -7.5% | 0.0% | -4.6% |
| 3M | +8.3% | +0.1% | +8.2% | +7.6% |
| 6M | +20.2% | +30.3% | -10.1% | +5.6% |
| YTD | +34.7% | -16.6% | +51.3% | +41.5% |
| 1Y | +19.4% | -26.1% | +45.5% | +31.4% |
| 3Y | +85.5% | +36.4% | +49.1% | +55.5% |
| 5Y | +186.6% | +95.0% | +91.6% | +99.6% |
| All | +706.7% | +979.8% | -273.1% | +218.8% |
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