+214.9%
ICE vs ARES
+1,006.5%
-791.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | +4.0% | -2.4% | +6.3% | +4.5% |
| 3M | +11.0% | +3.9% | +7.0% | +9.4% |
| 6M | -5.0% | +26.4% | -31.3% | -11.4% |
| YTD | -2.7% | -14.9% | +12.2% | -0.2% |
| 1Y | -8.6% | -20.4% | +11.8% | -5.0% |
| 3Y | +41.4% | +38.8% | +2.6% | +21.9% |
| 5Y | +39.9% | +97.0% | -57.1% | +6.1% |
| 10Y | +214.9% | +999.8% | -784.9% | +69.1% |
| All | +214.9% | +1,006.5% | -791.6% | +69.1% |
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 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