+125.9%
EWJ vs ARES
+1,112.4%
-986.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | -4.3% | +19.7% | -23.9% | -8.4% |
| 3M | -6.8% | -9.0% | +2.2% | -4.9% |
| 6M | -0.9% | +11.5% | -12.4% | -4.2% |
| YTD | +14.3% | -13.8% | +28.1% | +16.4% |
| 1Y | +15.3% | -5.6% | +20.9% | +14.6% |
| 3Y | +65.6% | +36.1% | +29.5% | +46.8% |
| 5Y | +47.5% | +82.7% | -35.2% | +18.4% |
| All | +125.9% | +1,112.4% | -986.5% | +30.2% |
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