+245.4%
NEE vs ARES
+971.5%
-726.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -1.9% | -7.7% | +5.8% | -0.5% |
| 30D | -3.1% | -8.7% | +5.6% | -1.5% |
| 3M | -2.4% | +2.8% | -5.3% | -3.4% |
| 6M | -8.6% | +23.1% | -31.7% | -13.1% |
| YTD | +4.9% | -17.3% | +22.2% | +7.4% |
| 1Y | +19.4% | -24.3% | +43.7% | +23.9% |
| 3Y | +34.9% | +34.9% | -0.1% | +18.0% |
| 5Y | +11.0% | +93.5% | -82.5% | -13.6% |
| All | +245.4% | +971.5% | -726.1% | +112.2% |
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