-67.0%
SE vs ARES
+105.3%
-172.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -0.1% | +1.3% | -1.4% | -1.0% |
| 3M | +34.1% | +10.4% | +23.8% | +23.3% |
| 6M | +23.2% | +29.0% | -5.8% | -0.8% |
| YTD | -11.2% | -12.2% | +1.0% | -6.9% |
| 1Y | -40.5% | -18.4% | -22.1% | -35.2% |
| 3Y | +196.3% | +43.2% | +153.1% | +68.1% |
| 5Y | -67.0% | +102.6% | -169.6% | -87.9% |
| All | -67.0% | +105.3% | -172.3% | -87.9% |
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