+174.8%
EXE vs ARES
+220.9%
-46.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -2.2% |
| 30D | -0.4% | -2.4% | +2.0% | 0.0% |
| 3M | +9.5% | +3.9% | +5.6% | +8.0% |
| 6M | -9.3% | +26.4% | -35.7% | -15.3% |
| YTD | -10.9% | -14.9% | +4.0% | -8.8% |
| 1Y | +4.3% | -20.4% | +24.7% | +8.2% |
| 3Y | +18.8% | +38.8% | -20.0% | +0.9% |
| 5Y | +101.4% | +97.0% | +4.4% | +47.3% |
| All | +174.8% | +220.9% | -46.1% | +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 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