+47.6%
EXC vs ARES
+105.6%
-58.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | -1.3% | +8.5% | -9.8% | -1.9% |
| 6M | -9.7% | +23.5% | -33.2% | -11.3% |
| YTD | +2.9% | -11.2% | +14.1% | +3.8% |
| 1Y | +4.4% | -19.3% | +23.7% | +6.2% |
| 3Y | +22.2% | +48.7% | -26.4% | +9.8% |
| All | +47.6% | +105.6% | -58.0% | +18.7% |
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