-53.1%
TE vs ARES
+351.1%
-404.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | +0.2% | -6.1% | +6.3% | +3.5% |
| 30D | -5.9% | -7.5% | +1.6% | -2.2% |
| 3M | -45.6% | +0.1% | -45.7% | -45.9% |
| 6M | -43.4% | +30.3% | -73.6% | -50.8% |
| YTD | -31.0% | -16.6% | -14.4% | -26.1% |
| 1Y | +145.2% | -26.1% | +171.3% | +178.7% |
| 3Y | -24.1% | +36.4% | -60.5% | -32.4% |
| 5Y | -48.1% | +95.0% | -143.1% | -59.9% |
| All | -53.1% | +351.1% | -404.2% | -63.5% |
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