+153.3%
EWY vs ARES
+97.0%
+56.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.5% |
| 7D | +6.7% | -2.7% | +9.3% | +7.6% |
| 30D | +17.0% | -2.4% | +19.3% | +17.7% |
| 3M | +3.7% | +3.9% | -0.3% | +2.0% |
| 6M | +42.5% | +26.4% | +16.1% | +31.5% |
| YTD | +96.2% | -14.9% | +111.1% | +103.2% |
| 1Y | +160.4% | -20.4% | +180.8% | +174.3% |
| 3Y | +231.7% | +38.8% | +192.9% | +174.9% |
| 5Y | +153.3% | +97.0% | +56.3% | +74.5% |
| All | +153.3% | +97.0% | +56.3% | +74.5% |
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