+45.5%
SRE vs ARES
+94.4%
-48.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.8% | -6.1% | +5.2% | +0.2% |
| 30D | -3.0% | -7.5% | +4.5% | -1.9% |
| 3M | -8.3% | +0.1% | -8.4% | -8.7% |
| 6M | -8.9% | +30.3% | -39.2% | -14.0% |
| YTD | -4.3% | -16.6% | +12.3% | -2.0% |
| 1Y | +2.7% | -26.1% | +28.8% | +7.5% |
| 3Y | +28.7% | +36.4% | -7.8% | +16.3% |
| All | +45.5% | +94.4% | -48.9% | +16.4% |
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