+303.5%
EWY vs ARES
+979.8%
-676.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | -0.1% | -6.1% | +6.0% | +1.9% |
| 30D | +7.3% | -7.5% | +14.8% | +9.9% |
| 3M | -5.1% | +0.1% | -5.2% | -5.6% |
| 6M | +42.1% | +30.3% | +11.8% | +30.1% |
| YTD | +94.1% | -16.6% | +110.7% | +102.1% |
| 1Y | +147.8% | -26.1% | +173.9% | +166.9% |
| 3Y | +222.9% | +36.4% | +186.5% | +175.4% |
| 5Y | +150.6% | +95.0% | +55.6% | +84.1% |
| All | +303.5% | +979.8% | -676.3% | +102.4% |
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