+277.1%
EWY vs ARES
+1,196.0%
-918.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +4.8% | -1.7% | +6.5% | +5.3% |
| 30D | +11.7% | +0.3% | +11.4% | +11.5% |
| 3M | -7.4% | +8.5% | -15.9% | -9.8% |
| 6M | +40.6% | +23.5% | +17.1% | +31.2% |
| YTD | +94.3% | -11.2% | +105.5% | +97.9% |
| 1Y | +164.3% | -19.3% | +183.6% | +175.6% |
| 3Y | +221.0% | +48.7% | +172.3% | +171.4% |
| 5Y | +139.1% | +106.5% | +32.6% | +78.7% |
| 10Y | +298.8% | +1,055.3% | -756.5% | +102.8% |
| All | +277.1% | +1,196.0% | -918.9% | +81.8% |
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