+40.6%
ICE vs ARES
+105.3%
-64.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.2% | -0.3% | -0.8% | -1.0% |
| 30D | +5.0% | +1.3% | +3.7% | +4.6% |
| 3M | +13.9% | +10.4% | +3.5% | +10.7% |
| 6M | -4.4% | +29.0% | -33.4% | -11.1% |
| YTD | -1.9% | -12.2% | +10.3% | +0.1% |
| 1Y | -8.1% | -18.4% | +10.3% | -4.7% |
| 3Y | +42.5% | +43.2% | -0.7% | +19.5% |
| 5Y | +40.6% | +102.6% | -62.0% | +0.5% |
| All | +40.6% | +105.3% | -64.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling