+282.9%
EXPE vs ARES
+1,202.8%
-919.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -11.2% | +8.1% | -19.3% | -14.0% |
| 30D | -7.5% | +18.9% | -26.4% | -13.9% |
| 3M | -19.1% | +2.3% | -21.4% | -19.9% |
| 6M | +10.7% | +12.7% | -2.0% | +4.0% |
| YTD | -9.9% | -10.8% | +0.8% | -7.2% |
| 1Y | -4.6% | -5.3% | +0.7% | -4.4% |
| 3Y | +116.8% | +42.0% | +74.7% | +79.2% |
| 5Y | +38.6% | +88.3% | -49.7% | +0.3% |
| 10Y | +115.9% | +1,148.2% | -1,032.4% | -5.6% |
| All | +282.9% | +1,202.8% | -919.9% | +58.8% |
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 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