+192.7%
EXC vs ARES
+1,100.6%
-907.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +7.8% | +15.3% | -7.5% | +4.9% |
| 3M | +1.9% | -5.4% | +7.2% | +2.7% |
| 6M | +3.4% | +10.0% | -6.6% | +0.8% |
| YTD | +7.6% | -14.7% | +22.3% | +9.3% |
| 1Y | +2.1% | -9.7% | +11.8% | +2.2% |
| 3Y | +29.6% | +35.8% | -6.2% | +11.4% |
| 5Y | +39.5% | +80.9% | -41.4% | +6.4% |
| All | +192.7% | +1,100.6% | -907.9% | +55.4% |
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