+149.3%
SRE vs ARES
+1,196.0%
-1,046.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -0.3% | -1.7% | +1.3% | 0.0% |
| 30D | -0.7% | +0.3% | -1.0% | -0.9% |
| 3M | -6.3% | +8.5% | -14.8% | -8.2% |
| 6M | -10.7% | +23.5% | -34.1% | -15.1% |
| YTD | -3.5% | -11.2% | +7.8% | -2.6% |
| 1Y | +5.3% | -19.3% | +24.6% | +8.0% |
| 3Y | +31.8% | +48.7% | -16.9% | +16.8% |
| 5Y | +47.4% | +106.5% | -59.2% | +19.0% |
| 10Y | +120.6% | +1,055.3% | -934.8% | +39.6% |
| All | +149.3% | +1,196.0% | -1,046.6% | +56.9% |
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 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