+555.3%
EW vs ARES
+1,196.0%
-640.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -1.7% | +1.3% | +0.1% |
| 30D | +1.0% | +0.3% | +0.8% | +0.9% |
| 3M | +2.8% | +8.5% | -5.7% | 0.0% |
| 6M | +5.5% | +23.5% | -18.0% | -1.5% |
| YTD | +5.5% | -11.2% | +16.7% | +6.8% |
| 1Y | +11.0% | -19.3% | +30.3% | +14.9% |
| 3Y | +17.7% | +48.7% | -31.0% | -2.4% |
| 5Y | -25.7% | +106.5% | -132.3% | -45.8% |
| 10Y | +132.8% | +1,055.3% | -922.5% | +14.0% |
| All | +555.3% | +1,196.0% | -640.6% | +207.1% |
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