+589.4%
SE vs ARES
+978.6%
-389.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -6.1% | -1.7% | -4.4% | -5.2% |
| 30D | -2.5% | +0.3% | -2.7% | -2.6% |
| 3M | +21.7% | +8.5% | +13.2% | +14.6% |
| 6M | +27.0% | +23.5% | +3.5% | +8.6% |
| YTD | -12.1% | -11.2% | -0.9% | -9.5% |
| 1Y | -40.9% | -19.3% | -21.6% | -36.3% |
| 3Y | +191.0% | +48.7% | +142.3% | +95.6% |
| 5Y | -68.3% | +106.5% | -174.8% | -82.5% |
| All | +589.4% | +978.6% | -389.2% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling