-53.2%
TE vs ARES
+380.3%
-433.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -4.0% | -1.7% | -2.3% | -3.1% |
| 30D | -15.9% | +0.3% | -16.2% | -16.2% |
| 3M | -60.5% | +8.5% | -69.0% | -62.3% |
| 6M | -35.2% | +23.5% | -58.7% | -42.4% |
| YTD | -31.1% | -11.2% | -19.9% | -28.6% |
| 1Y | +148.6% | -19.3% | +167.9% | +169.5% |
| 3Y | -26.4% | +48.7% | -75.1% | -37.2% |
| 5Y | -48.0% | +106.5% | -154.6% | -61.1% |
| All | -53.2% | +380.3% | -433.5% | -64.8% |
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 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