+263.5%
ICE vs ARES
+1,100.6%
-837.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +13.7% | +15.3% | -1.6% | +9.5% |
| 3M | +17.9% | -5.4% | +23.3% | +19.3% |
| 6M | +15.0% | +10.0% | +4.9% | +11.3% |
| YTD | +10.9% | -14.7% | +25.6% | +13.6% |
| 1Y | +17.0% | -9.7% | +26.7% | +17.7% |
| 3Y | +68.2% | +35.8% | +32.4% | +45.0% |
| 5Y | +40.4% | +80.9% | -40.5% | +7.8% |
| All | +263.5% | +1,100.6% | -837.0% | +89.8% |
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