+513.6%
EWT vs ARES
+979.8%
-466.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | -1.1% | -6.1% | +4.9% | +0.6% |
| 30D | +4.5% | -7.5% | +12.0% | +6.6% |
| 3M | +8.3% | +0.1% | +8.1% | +7.8% |
| 6M | +54.2% | +30.3% | +24.0% | +42.6% |
| YTD | +74.6% | -16.6% | +91.2% | +80.4% |
| 1Y | +84.9% | -26.1% | +111.0% | +96.7% |
| 3Y | +197.5% | +36.4% | +161.1% | +163.5% |
| 5Y | +150.6% | +95.0% | +55.6% | +97.6% |
| All | +513.6% | +979.8% | -466.2% | +272.7% |
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