+190.4%
ETN vs ARES
+94.4%
+96.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| YTD | +34.7% | -16.6% | +51.3% | +42.2% |
| 1Y | +19.4% | -26.1% | +45.5% | +32.5% |
| 3Y | +85.5% | +36.4% | +49.1% | +56.4% |
| All | +190.4% | +94.4% | +96.0% | +104.7% |
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