+5.6%
MSCI vs ARES
+81.3%
-75.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.2% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | +16.2% | +15.3% | +0.9% | +9.6% |
| 3M | +16.1% | -5.4% | +21.5% | +18.3% |
| 6M | +12.9% | +10.0% | +2.9% | +7.1% |
| YTD | +14.8% | -14.7% | +29.5% | +19.6% |
| 1Y | +13.8% | -9.7% | +23.5% | +14.9% |
| 3Y | +31.2% | +35.8% | -4.6% | -3.3% |
| 5Y | +5.6% | +80.9% | -75.3% | -37.0% |
| All | +5.6% | +81.3% | -75.8% | -37.0% |
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