+120.0%
SRE vs ARES
+971.5%
-851.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | -0.7% | -7.7% | +7.0% | +1.0% |
| 30D | -1.7% | -8.7% | +7.0% | 0.0% |
| 3M | -7.1% | +2.8% | -9.9% | -8.2% |
| 6M | -8.4% | +23.1% | -31.4% | -13.6% |
| YTD | -3.5% | -17.3% | +13.7% | -1.1% |
| 1Y | +5.4% | -24.3% | +29.7% | +9.9% |
| 3Y | +29.5% | +34.9% | -5.4% | +14.6% |
| 5Y | +48.3% | +93.5% | -45.2% | +16.1% |
| All | +120.0% | +971.5% | -851.6% | +26.7% |
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