+190.3%
EWY vs ARES
+1,145.6%
-955.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.7% |
| 7D | +10.4% | -0.3% | +10.8% | +10.5% |
| 30D | -12.7% | +15.3% | -28.0% | -16.6% |
| 3M | -17.3% | -5.4% | -12.0% | -16.2% |
| 6M | -18.6% | +10.0% | -28.6% | -21.3% |
| YTD | +49.5% | -14.7% | +64.2% | +53.8% |
| 1Y | +55.0% | -9.7% | +64.7% | +56.4% |
| 3Y | +159.0% | +35.8% | +123.2% | +124.7% |
| 5Y | +102.5% | +80.9% | +21.6% | +56.8% |
| 10Y | +232.2% | +1,089.9% | -857.7% | +69.4% |
| All | +190.3% | +1,145.6% | -955.3% | +41.2% |
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