+178.6%
EXC vs ARES
+1,152.0%
-973.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.2% | +4.5% | -5.7% | -1.9% |
| 30D | +10.0% | +15.7% | -5.8% | +7.3% |
| 3M | +1.6% | -2.0% | +3.6% | +1.8% |
| 6M | +3.3% | +10.4% | -7.2% | +1.0% |
| YTD | +7.6% | -14.2% | +21.8% | +8.9% |
| 1Y | +3.5% | -7.8% | +11.2% | +3.2% |
| 3Y | +27.7% | +41.4% | -13.7% | +11.8% |
| 5Y | +41.1% | +83.7% | -42.5% | +12.8% |
| 10Y | +178.2% | +1,204.1% | -1,025.9% | +63.3% |
| All | +178.6% | +1,152.0% | -973.5% | +63.7% |
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 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