+20.2%
EXE vs ARES
+36.2%
-16.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | -4.3% | +15.3% | -19.6% | -6.0% |
| 3M | -7.7% | -5.4% | -2.3% | -7.2% |
| 6M | -7.2% | +10.0% | -17.3% | -8.9% |
| YTD | -18.5% | -14.7% | -3.8% | -16.3% |
| 1Y | -24.4% | -9.7% | -14.7% | -23.7% |
| All | +20.2% | +36.2% | -16.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling