+107.5%
UL vs ARES
+1,100.6%
-993.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +5.7% | +15.3% | -9.6% | +3.8% |
| 3M | +7.0% | -5.4% | +12.4% | +7.6% |
| 6M | +16.1% | +10.0% | +6.0% | +14.2% |
| YTD | +3.6% | -14.7% | +18.3% | +4.7% |
| 1Y | -1.4% | -9.7% | +8.3% | -1.2% |
| 3Y | +34.1% | +35.8% | -1.8% | +22.4% |
| 5Y | +32.0% | +80.9% | -48.9% | +11.9% |
| All | +107.5% | +1,100.6% | -993.0% | +37.2% |
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