+567.3%
EWT vs ARES
+1,196.0%
-628.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | +4.0% | -1.7% | +5.6% | +4.4% |
| 30D | +10.3% | +0.3% | +10.0% | +10.1% |
| 3M | +6.1% | +8.5% | -2.4% | +3.6% |
| 6M | +56.6% | +23.5% | +33.2% | +47.4% |
| YTD | +76.6% | -11.2% | +87.8% | +79.2% |
| 1Y | +97.9% | -19.3% | +117.2% | +104.9% |
| 3Y | +198.0% | +48.7% | +149.3% | +161.0% |
| 5Y | +151.8% | +106.5% | +45.2% | +99.7% |
| 10Y | +514.1% | +1,055.3% | -541.2% | +258.3% |
| All | +567.3% | +1,196.0% | -628.7% | +270.0% |
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