+135.6%
IEFA vs ARES
+1,181.8%
-1,046.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -0.6% | +1.3% | -1.9% | -1.0% |
| 3M | +6.2% | +10.4% | -4.1% | +3.2% |
| 6M | +11.2% | +29.0% | -17.8% | +3.3% |
| YTD | +14.2% | -12.2% | +26.4% | +15.9% |
| 1Y | +20.0% | -18.4% | +38.5% | +23.6% |
| 3Y | +68.8% | +43.2% | +25.6% | +46.0% |
| 5Y | +52.7% | +102.6% | -49.9% | +17.6% |
| 10Y | +144.2% | +1,029.6% | -885.4% | +32.8% |
| All | +135.6% | +1,181.8% | -1,046.2% | +22.6% |
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