+154.5%
EWT vs ARES
+97.0%
+57.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +2.9% |
| 30D | +9.4% | -2.4% | +11.8% | +10.0% |
| 3M | +10.9% | +3.9% | +7.0% | +9.0% |
| 6M | +57.9% | +26.4% | +31.6% | +45.6% |
| YTD | +75.9% | -14.9% | +90.8% | +81.6% |
| 1Y | +89.7% | -20.4% | +110.1% | +99.2% |
| 3Y | +200.9% | +38.8% | +162.1% | +155.9% |
| 5Y | +154.5% | +97.0% | +57.5% | +86.1% |
| All | +154.5% | +97.0% | +57.5% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling