-66.0%
TE vs ARES
+12.5%
-78.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.7% |
| 7D | -19.1% | +0.5% | -19.5% | -19.4% |
| 30D | -34.1% | +19.7% | -53.8% | -42.6% |
| 3M | -60.1% | -9.0% | -51.1% | -57.8% |
| 6M | -66.0% | +11.5% | -77.5% | -68.8% |
| All | -66.0% | +12.5% | -78.4% | -68.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling