+229.5%
EWY vs ARES
+1,112.4%
-882.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | -10.7% | +19.7% | -30.3% | -16.1% |
| 3M | -20.1% | -9.0% | -11.1% | -17.8% |
| 6M | -24.3% | +11.5% | -35.9% | -27.5% |
| YTD | +46.9% | -13.8% | +60.7% | +51.0% |
| 1Y | +55.2% | -5.6% | +60.8% | +54.4% |
| 3Y | +157.0% | +36.1% | +120.8% | +117.5% |
| 5Y | +98.9% | +82.7% | +16.2% | +47.0% |
| All | +229.5% | +1,112.4% | -882.9% | +56.0% |
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 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