-80.5%
TE vs ARES
+366.2%
-446.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | -19.1% | +0.5% | -19.5% | -19.3% |
| 30D | -34.1% | +19.7% | -53.8% | -40.4% |
| 3M | -60.1% | -9.0% | -51.1% | -58.2% |
| 6M | -66.0% | +11.5% | -77.5% | -68.0% |
| YTD | -71.4% | -13.8% | -57.6% | -70.0% |
| 1Y | -45.3% | -5.6% | -39.7% | -44.8% |
| 3Y | +9.1% | +36.1% | -27.0% | -3.3% |
| 5Y | -82.6% | +82.7% | -165.3% | -86.8% |
| All | -80.5% | +366.2% | -446.7% | -85.2% |
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