+605.8%
MSCI vs ARES
+1,045.9%
-440.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | -2.1% | -0.3% | -1.7% | -1.9% |
| 30D | -1.7% | +1.3% | -3.0% | -2.4% |
| 3M | -8.2% | +10.4% | -18.6% | -12.6% |
| 6M | -2.4% | +29.0% | -31.4% | -13.7% |
| YTD | -2.8% | -12.2% | +9.4% | -0.3% |
| 1Y | -2.7% | -18.4% | +15.8% | +2.1% |
| 3Y | +7.3% | +43.2% | -35.9% | -17.1% |
| 5Y | -11.4% | +102.6% | -114.0% | -42.9% |
| 10Y | +605.8% | +1,029.6% | -423.8% | +175.8% |
| All | +605.8% | +1,045.9% | -440.1% | +175.8% |
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