+192.5%
SHEL vs ARES
+90.2%
+102.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +3.9% | -7.7% | +11.6% | +5.3% |
| 30D | +7.0% | -8.7% | +15.7% | +8.5% |
| 3M | +12.5% | +2.8% | +9.7% | +11.4% |
| 6M | +14.8% | +23.1% | -8.3% | +9.3% |
| YTD | +34.2% | -17.3% | +51.4% | +37.6% |
| 1Y | +37.0% | -24.3% | +61.3% | +42.5% |
| 3Y | +70.9% | +34.9% | +36.0% | +51.7% |
| 5Y | +192.5% | +93.5% | +99.1% | +133.2% |
| All | +192.5% | +90.2% | +102.3% | +133.2% |
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 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