+176.6%
EWJ vs ARES
+1,196.0%
-1,019.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.9% |
| 30D | +3.3% | +0.3% | +3.0% | +3.1% |
| 3M | +5.0% | +8.5% | -3.5% | +2.7% |
| 6M | +11.5% | +23.5% | -11.9% | +5.4% |
| YTD | +22.4% | -11.2% | +33.6% | +23.8% |
| 1Y | +30.2% | -19.3% | +49.5% | +34.1% |
| 3Y | +72.8% | +48.7% | +24.2% | +52.5% |
| 5Y | +54.1% | +106.5% | -52.4% | +24.0% |
| 10Y | +140.6% | +1,055.3% | -914.7% | +42.7% |
| All | +176.6% | +1,196.0% | -1,019.3% | +56.6% |
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