+658.3%
ETN vs ARES
+1,142.5%
-484.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.5% |
| 7D | +6.2% | -2.7% | +8.9% | +7.3% |
| 30D | -6.7% | -2.4% | -4.3% | -6.0% |
| 3M | +3.6% | +3.9% | -0.3% | +1.6% |
| 6M | +18.3% | +26.4% | -8.1% | +6.3% |
| YTD | +31.5% | -14.9% | +46.3% | +36.5% |
| 1Y | +20.6% | -20.4% | +41.0% | +27.7% |
| 3Y | +82.5% | +38.8% | +43.8% | +55.2% |
| 5Y | +177.8% | +97.0% | +80.8% | +101.2% |
| 10Y | +705.0% | +999.8% | -294.8% | +251.1% |
| All | +658.3% | +1,142.5% | -484.2% | +210.7% |
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 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