+73.5%
EWJ vs ARES
+47.3%
+26.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +1.1% | +1.3% | -0.2% | +0.7% |
| 3M | +7.1% | +10.4% | -3.2% | +4.3% |
| 6M | +16.2% | +29.0% | -12.8% | +8.5% |
| YTD | +22.0% | -12.2% | +34.2% | +24.6% |
| 1Y | +26.2% | -18.4% | +44.7% | +30.9% |
| 3Y | +73.5% | +43.2% | +30.3% | +50.9% |
| All | +73.5% | +47.3% | +26.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling