+166.5%
EXC vs ARES
+1,196.0%
-1,029.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | -1.3% | +8.5% | -9.8% | -3.0% |
| 6M | -9.7% | +23.5% | -33.2% | -13.6% |
| YTD | +2.9% | -11.2% | +14.1% | +3.7% |
| 1Y | +4.4% | -19.3% | +23.7% | +6.7% |
| 3Y | +22.2% | +48.7% | -26.4% | +6.0% |
| 5Y | +46.7% | +106.5% | -59.8% | +14.3% |
| 10Y | +155.3% | +1,055.3% | -900.0% | +50.4% |
| All | +166.5% | +1,196.0% | -1,029.5% | +55.9% |
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