+138.0%
SRE vs ARES
+1,157.9%
-1,019.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -3.0% | +19.7% | -22.7% | -6.3% |
| 3M | -7.3% | -9.0% | +1.7% | -5.9% |
| 6M | -11.9% | +11.5% | -23.4% | -14.4% |
| YTD | -7.9% | -13.8% | +6.0% | -6.7% |
| 1Y | -11.1% | -5.6% | -5.6% | -11.9% |
| 3Y | +24.8% | +36.1% | -11.3% | +12.5% |
| 5Y | +52.4% | +82.7% | -30.3% | +26.0% |
| 10Y | +127.9% | +1,101.7% | -973.8% | +44.5% |
| All | +138.0% | +1,157.9% | -1,019.9% | +50.3% |
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