+452.3%
EWT vs ARES
+1,112.4%
-660.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +9.1% | +0.5% | +8.7% | +9.0% |
| 30D | -12.2% | +19.7% | -31.9% | -16.7% |
| 3M | -9.4% | -9.0% | -0.4% | -7.2% |
| 6M | +2.7% | +11.5% | -8.9% | -1.1% |
| YTD | +53.3% | -13.8% | +67.1% | +56.8% |
| 1Y | +59.2% | -5.6% | +64.8% | +58.3% |
| 3Y | +157.1% | +36.1% | +121.0% | +126.1% |
| 5Y | +119.6% | +82.7% | +36.9% | +73.4% |
| All | +452.3% | +1,112.4% | -660.1% | +216.5% |
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