-18.3%
TE vs ARES
+47.3%
-65.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.8% |
| 7D | +18.2% | -0.3% | +18.6% | +18.5% |
| 30D | -13.5% | +1.3% | -14.8% | -14.7% |
| 3M | -44.6% | +10.4% | -54.9% | -49.1% |
| 6M | -24.7% | +29.0% | -53.7% | -38.7% |
| YTD | -24.3% | -12.2% | -12.1% | -18.9% |
| 1Y | +155.6% | -18.4% | +174.0% | +187.3% |
| 3Y | -18.3% | +43.2% | -61.4% | -32.4% |
| All | -18.3% | +47.3% | -65.5% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling