+779.7%
MSCI vs ARES
+1,313.3%
-533.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.9% |
| 7D | +1.5% | +5.0% | -3.5% | -0.6% |
| 30D | +14.4% | +19.1% | -4.7% | +6.4% |
| 3M | +15.2% | +3.1% | +12.1% | +13.4% |
| 6M | +11.2% | +12.9% | -1.6% | +4.4% |
| YTD | +13.9% | -10.7% | +24.6% | +15.8% |
| 1Y | +12.5% | -5.5% | +18.0% | +11.2% |
| 3Y | +32.3% | +45.0% | -12.7% | +0.8% |
| 5Y | +4.9% | +87.4% | -82.5% | -31.3% |
| 10Y | +779.7% | +1,267.4% | -487.7% | +227.2% |
| All | +779.7% | +1,313.3% | -533.6% | +227.2% |
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